Related papers: Accelerating the alternating projection algorithm …
In this paper, we develop a new alternating projection method to compute nonnegative low rank matrix approximation for nonnegative matrices. In the nonnegative low rank matrix approximation method, the projection onto the manifold of fixed…
In this paper we analyse convergence of projected fixed-point iteration on a Riemannian manifold of matrices with fixed rank. As a retraction method we use `projector splitting scheme'. We prove that the projector splitting scheme converges…
We present an acceleration method for sequences of large-scale linear systems, such as the ones arising from the numerical solution of time-dependent partial differential equations coupled with algebraic constraints. We discuss different…
We present a simple and efficient acceleration technique for an arbitrary method for computing the Euclidean projection of a point onto a convex polytope, defined as the convex hull of a finite number of points, in the case when the number…
The method of alternating projections is a classical tool to solve feasibility problems. Here we prove local convergence of alternating projections between subanalytic sets $A,B$ under a mild regularity hypothesis on one of the sets. We…
We investigate the properties of the simultaneous projection method as applied to countably infinitely many closed and linear subspaces of a real Hilbert space. We establish the optimal error bound for linear convergence of this method,…
With the development of machine learning and Big Data, the concepts of linear and non-linear optimization techniques are becoming increasingly valuable for many quantitative disciplines. Problems of that nature are typically solved using…
The Douglas-Rachford splitting algorithm is a classical optimization method that has found many applications. When specialized to two normal cone operators, it yields an algorithm for finding a point in the intersection of two convex sets.…
Alternating direction multiplication is a powerful technique for solving convex optimisation problems. When challenging subproblems are encountered in the real world, it is useful to solve them by introducing neighbourhood terms. When the…
We provide a direct proof of a result regarding the asymptotic behavior of alternating nearest point projections onto two closed and convex sets in a Hilbert space. Our arguments are based on nonexpansive mapping theory.
We study the nonexpansivity of reflection mappings in geodesic spaces and apply our findings to the averaged alternating reflection algorithm employed in solving the convex feasibility problem for two sets in a nonlinear context. We show…
We determine those maps between affine or projective spaces that are linear in the abstract sense of transforming collinear points into collinear points and whose restriction to any line is constant or injective. Our results are extensions…
Two adaptive relaxation strategies are proposed for Anderson acceleration. They are specifically designed for applications in which mappings converge to a fixed point. Their superiority over alternative Anderson acceleration is demonstrated…
Nonlinear acceleration algorithms improve the performance of iterative methods, such as gradient descent, using the information contained in past iterates. However, their efficiency is still not entirely understood even in the quadratic…
Feasibility problem aims to find a common point of two or more closed (convex) sets whose intersection is nonempty. In the literature, projection based algorithms are widely adopted to solve the problem, such as the method of alternating…
Riemannian accelerated gradient methods have been well studied for smooth optimization, typically treating geodesically convex and geodesically strongly convex cases separately. However, their extension to nonsmooth problems on manifolds…
In this paper, we aim to accelerate a preconditioned alternating direction method of multipliers (pADMM), whose proximal terms are convex quadratic functions, for solving linearly constrained convex optimization problems. To achieve this,…
In this paper, we consider a class of nonconvex problems with linear constraints appearing frequently in the area of image processing. We solve this problem by the penalty method and propose the iteratively reweighted alternating…
We show that a broad range of convex optimization algorithms, including alternating projection, operator splitting, and multiplier methods, can be systematically derived from the framework of subspace correction methods via convex duality.…
Planning trajectories for nonholonomic systems is difficult and computationally expensive. When facing unexpected events, it may therefore be preferable to deform in some way the initially planned trajectory rather than to re-plan entirely…