相关论文: Numerical explorations of feasibility algorithms f…
Consider convex optimization problems subject to a large number of constraints. We focus on stochastic problems in which the objective takes the form of expected values and the feasible set is the intersection of a large number of convex…
In this work, we consider a class of convex optimization problems in a real Hilbert space that can be solved by performing a single projection, i.e., by projecting an infeasible point onto the feasible set. Our results improve those…
The convex feasibility problem asks to find a point in the intersection of a collection of nonempty closed convex sets. This problem is of basic importance in mathematics and the physical sciences, and projection (or splitting) methods…
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…
Projections onto sets are used in a wide variety of methods in optimization theory but not every method that uses projections really belongs to the class of projection methods as we mean it here. Here projection methods are iterative…
We prove global convergence of classical projection algorithms for feasibility problems involving union convex sets, which refer to sets expressible as the union of a finite number of closed convex sets. We present a unified strategy for…
Finding a point in the intersection of a collection of closed convex sets, that is the convex feasibility problem, represents the main modeling strategy for many computational problems. In this paper we analyze new stochastic reformulations…
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…
We consider the problem of projecting a convex set onto a subspace, or equivalently formulated, the problem of computing a set obtained by applying a linear mapping to a convex feasible set. This includes the problem of approximating convex…
Parallel and cyclic projection algorithms are proposed for minimizing the sum of a finite family of convex functions over the intersection of a finite family of closed convex subsets of a Hilbert space. These algorithms are of…
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…
Two optimization algorithms are proposed for solving a stochastic programming problem for which the objective function is given in the form of the expectation of convex functions and the constraint set is defined by the intersection of…
Many iterative methods for solving optimization or feasibility problems have been invented, and often convergence of the iterates to some solution is proven. Under favourable conditions, one might have additional bounds on the distance of…
The convex feasibility problem (CFP) is to find a feasible point in the intersection of finitely many convex and closed sets. If the intersection is empty then the CFP is inconsistent and a feasible point does not exist. However,…
There exist efficient algorithms to project a point onto the intersection of a convex cone and an affine subspace. Those conic projections are in turn the work-horse of a range of algorithms in conic optimization, having a variety of…
The projected subgradient method for constrained minimization repeatedly interlaces subgradient steps for the objective function with projections onto the feasible region, which is the intersection of closed and convex constraints sets, to…
The effectiveness of projection methods for solving systems of linear inequalities is investigated. It is shown that they have a computational advantage over some alternatives and that this makes them successful in real-world applications.…
In this paper we present a new algorithmic realization of a projection-based scheme for general convex constrained optimization problem. The general idea is to transform the original optimization problem to a sequence of feasibility…
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,…
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…