English

Nonconvex notions of regularity and convergence of fundamental algorithms for feasibility problems

Optimization and Control 2014-03-17 v2 Numerical Analysis

Abstract

We consider projection algorithms for solving (nonconvex) feasibility problems in Euclidean spaces. Of special interest are the Method of Alternating Projections (MAP) and the Douglas-Rachford or Averaged Alternating Reflection Algorithm (AAR). In the case of convex feasibility, firm nonexpansiveness of projection mappings is a global property that yields global convergence of MAP and for consistent problems AAR. Based on (\epsilon, \delta)-regularity of sets developed by Bauschke, Luke, Phan and Wang in 2012, a relaxed local version of firm nonexpansiveness with respect to the intersection is introduced for consistent feasibility problems. Together with a coercivity condition that relates to the regularity of the intersection, this yields local linear convergence of MAP for a wide class of nonconvex problems,

Keywords

Cite

@article{arxiv.1212.3349,
  title  = {Nonconvex notions of regularity and convergence of fundamental algorithms for feasibility problems},
  author = {Robert Hesse and D. Russell Luke},
  journal= {arXiv preprint arXiv:1212.3349},
  year   = {2014}
}

Comments

22 pages, no figures, 30 references