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Classical extragradient schemes and their stochastic counterpart represent a cornerstone for resolving monotone variational inequality problems. Yet, such schemes have a per-iteration complexity of two projections onto a convex set and…

Optimization and Control · Mathematics 2020-12-22 Shisheng Cui , Uday V. Shanbhag

Interesting data often concentrate on low dimensional smooth manifolds inside a high dimensional ambient space. Random projections are a simple, powerful tool for dimensionality reduction of such data. Previous works have studied bounds on…

Machine Learning · Statistics 2016-09-13 Subhaneil Lahiri , Peiran Gao , Surya Ganguli

The von Neumann-Halperin method of alternating projections converges strongly to the projection of a given point onto the intersection of finitely many closed affine subspaces. We propose acceleration schemes making use of two ideas:…

Optimization and Control · Mathematics 2014-07-17 C. H. Jeffrey Pang

Projection algorithms are well known for their simplicity and flexibility in solving feasibility problems. They are particularly important in practice due to minimal requirements for software implementation and maintenance. In this work, we…

Optimization and Control · Mathematics 2020-04-14 Minh N. Dao , Hung M. Phan

Variable projection solves structured optimization problems by completely minimizing over a subset of the variables while iterating over the remaining variables. Over the last 30 years, the technique has been widely used, with empirical and…

Optimization and Control · Mathematics 2020-11-23 Tristan van Leeuwen , Aleksandr Aravkin

Generalized alternating projections is an algorithm that alternates relaxed projections onto a finite number of sets to find a point in their intersection. We consider the special case of two linear subspaces, for which the algorithm…

Optimization and Control · Mathematics 2017-03-31 Mattias Fält , Pontus Giselsson

We propose algorithms and software for computing projections onto the intersection of multiple convex and non-convex constraint sets. The software package, called SetIntersectionProjection, is intended for the regularization of inverse…

Mathematical Software · Computer Science 2019-03-08 Bas Peters , Felix J. Herrmann

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…

Numerical Analysis · Mathematics 2016-04-08 Denis Kolesnikov , Ivan Oseledets

This paper deals with the convex feasibility problem, where the feasible set is given as the intersection of a (possibly infinite) number of closed convex sets. We assume that each set is specified algebraically as a convex inequality,…

Optimization and Control · Mathematics 2019-09-27 Ion Necoara , Angelia Nedich

We prove the convergence of an incremental projection numerical scheme for the time-dependent incompressible Navier--Stokes equations, without any regularity assumption on the weak solution. The velocity and the pressure are discretised in…

Numerical Analysis · Mathematics 2023-06-30 Robert Eymard , David Maltese

We establish the asymptotic regularity and the $\Delta$-convergence of the sequence constructed by the alternating projections to closed convex sets in a CAT($\kappa$) space with $\kappa > 0$. Furthermore, the strong convergence of the…

Metric Geometry · Mathematics 2016-11-08 Byoung Jin Choi , Un Cig Ji , Yongdo Lim

We study some methods of subgradient projections for solving a convex feasibility problem with general (not necessarily hyperplanes or half-spaces) convex sets in the inconsistent case and propose a strategy that controls the relaxation…

Optimization and Control · Mathematics 2010-09-21 Dan Butnariu , Yair Censor , Pini Gurfil , Ethan Hadar

In this paper we consider a problem, called convex projection, of projecting a convex set onto a subspace. We will show that to a convex projection one can assign a particular multi-objective convex optimization problem, such that the…

Optimization and Control · Mathematics 2021-10-18 Gabriela Kováčová , Birgit Rudloff

Given an Euclidean space, this paper elucidates the topological link between the partial derivatives of the Minkowski functional associated to a set (assumed to be compact, convex, with a differentiable boundary and a non-empty interior)…

Differential Geometry · Mathematics 2024-07-18 Gustave Bainier , Benoit Marx , Jean-Christophe Ponsart

This paper considers a conceptual version of a convex optimization algorithm whic is based on replacing a convex optimization problem with the root-finding problem for the approximate sub-differential mapping which is solved by repeated…

Optimization and Control · Mathematics 2018-06-18 Evgeni Nurminski

This paper discusses a more general contractive condition for a class of extended cyclic self-mappings on the union of a finite number of subsets of a metric space which are allowed to have a finite number of successive images in the same…

Functional Analysis · Mathematics 2012-08-06 M. De la Sen

Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…

Optimization and Control · Mathematics 2019-01-25 Ching-pei Lee , Stephen J. Wright

In the case of finite measures on finite spaces, we state conditions under which {\phi}- projections are continuously differentiable. When the set on which one wishes to {\phi}- project is convex, we show that the required assumptions are…

Statistics Theory · Mathematics 2025-04-18 Gery Geenens , Ivan Kojadinovic , Tommaso Martini

In this paper, we studied the equilibrium problem where the bi-function may be quasiconvex with respect to the second variable and the feasible set is the intersection of a finite number of convex sets. We propose a projection-algorithm,…

Optimization and Control · Mathematics 2020-10-02 Le Hai Yen , Le Dung Muu

A popular method for finding the projection onto the intersection of two closed convex subsets in Hilbert space is Dykstra's algorithm. In this paper, we provide sufficient conditions for Dykstra's algorithm to converge rapidly, in finitely…

Optimization and Control · Mathematics 2020-01-22 Heinz H. Bauschke , Regina S. Burachik , Daniel B. Herman , C. Yalcin Kaya