Related papers: Linear convergence of distributed Dykstra's algori…
We investigate the convergence rate of the distributed Dykstra's algorithm when some of the sets are defined as the level sets of convex functions. We carry out numerical experiments to compare with the theoretical results obtained.
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…
In two earlier papers, we designed a distributed deterministic asynchronous algorithm for minimizing the sum of subdifferentiable and proximable functions and a regularizing quadratic on time-varying graphs based on Dykstra's algorithm, or…
We study how the supporting hyperplanes produced by the projection process can complement the method of alternating projections and its variants for the convex set intersection problem. For the problem of finding the closest point in the…
In this paper, we show that there is a close relation between consistency in a constraint network and set intersection. A proof schema is provided as a generic way to obtain consistency properties from properties on set intersection. This…
We study the asymptotic behaviour of the well-known Dykstra's algorithm through the lens of proof-theoretical techniques. We provide an elementary proof for the convergence of Dykstra's algorithm in which the standard argument is stripped…
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…
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…
This paper deals with constrained convex problems, where the objective function is smooth strongly convex and the feasible set is given as the intersection of a large number of closed convex (possibly non-polyhedral) sets. In order to deal…
We give several algorithms addressing computations of intersections of conjugate subgroups.
We propose an algorithm for solving bound-constrained mathematical programs with complementarity constraints on the variables. Each iteration of the algorithm involves solving a linear program with complementarity constraints in order to…
We establish linear convergence rates for a certain class of extrapolated fixed point algorithms which are based on dynamic string-averaging methods in a real Hilbert space. This applies, in particular, to the extrapolated simultaneous and…
Consider the setting where each vertex of a graph has a function, and communications can only occur between vertices connected by an edge. We wish to minimize the sum of these functions. For the case when each function is the sum of a…
Constrained quadratic programs and Euclidean projections are ubiquitous in engineering, arising in machine learning, estimation, control, and signal processing. Dykstra's algorithm is an iterative scheme for computing the Euclidean…
In this article a unified approach to iterative soft-thresholding algorithms for the solution of linear operator equations in infinite dimensional Hilbert spaces is presented. We formulate the algorithm in the framework of generalized…
In this paper we propose a distributed dual gradient algorithm for minimizing linearly constrained separable convex problems and analyze its rate of convergence. In particular, we prove that under the assumption of strong convexity and…
We consider the variational inequality problem over the intersection of fixed point sets of firmly nonexpansive operators. In order to solve the problem, we present an algorithm and subsequently show the strong convergence of the generated…
We study connections between Dykstra's algorithm for projecting onto an intersection of convex sets, the augmented Lagrangian method of multipliers or ADMM, and block coordinate descent. We prove that coordinate descent for a regularized…
In this paper, we propose a constrained linear data-feature mapping model as an interpretable mathematical model for image classification using convolutional neural network (CNN) such as the ResNet. From this viewpoint, we establish the…
We establish the various properties as well as diverse relations of the ascent and descent spectra for bounded linear operators. We specially focus on the theory of subspectrum. Furthermore, we construct a new concept of convergence for…