Reflection-projection method for convex feasibility problems with an obtuse cone
From MaRDI portal
Publication:704736
DOI10.1023/B:JOTA.0000025708.31430.22zbMath1136.90432MaRDI QIDQ704736
Heinz H. Bauschke, Serge G. Kruk
Publication date: 19 January 2005
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Related Items
On Slater's condition and finite convergence of the Douglas-Rachford algorithm for solving convex feasibility problems in Euclidean spaces, Accelerated reflection projection algorithm and its application to the LMI problem, Optimal rates of linear convergence of relaxed alternating projections and generalized Douglas-Rachford methods for two subspaces, Finding best approximation pairs relative to two closed convex sets in Hilbert spaces, Inradius and circumradius of various convex cones arising in applications, Restricted normal cones and sparsity optimization with affine constraints, How good are projection methods for convex feasibility problems?, Asymptotics for some proximal-like method involving inertia and memory aspects, A cyclic and simultaneous iterative method for solving the multiple-sets split feasibility problem, On the Mann-type iteration and the convex feasibility problem, On the Finite Convergence of the Douglas--Rachford Algorithm for Solving (Not Necessarily Convex) Feasibility Problems in Euclidean Spaces, Extrapolation algorithm for affine-convex feasibility problems, Regularization inertial proximal point algorithm for common solutions of a finite family of inverse-strongly monotone equations, An improved semidefinite programming relaxation for the satisfiability problem, A family of projection gradient methods for solving the multiple-sets split feasibility problem, A new characterization of nonnegativity of Moore-Penrose inverses of Gram operators, Linear Convergence of Projection Algorithms, On the finite termination of the Douglas-Rachford method for the convex feasibility problem, An Active-Set Method for Second-Order Conic-Constrained Quadratic Programming, Primal–dual first-order methods for a class of cone programming, On the finite convergence of a projected cutter method, Method of alternating projections for the general absolute value equation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Monotone Gram matrices and deepest surrogate inequalities in accelerated relaxation methods for convex feasibility problems
- Hilbertian convex feasibility problem: Convergence of projection methods
- Applications of second-order cone programming
- Dykstra's alternating projection algorithm for two sets
- Convex analysis and nonlinear optimization. Theory and examples
- A method of projection onto an acute cone with level control in convex minimization
- On the asymptotic behavior of some alternate smoothing series expansion iterative methods
- Matrix Algorithms
- Proximity Maps for Convex Sets
- Matrix Analysis
- The Relaxation Method for Solving Systems of Linear Inequalities
- Barrier Functions in Interior Point Methods
- Self-Scaled Barriers and Interior-Point Methods for Convex Programming
- Surrogate Projection Methods for Finding Fixed Points of Firmly Nonexpansive Mappings
- Residual Selection in A Projection Method for Convex Minimization Problems
- Conic convex programming and self-dual embedding
- PARALLEL ALGORITHMS FOR FINDING COMMON FIXED POINTS OF PARACONTRACTIONS
- On Projection Algorithms for Solving Convex Feasibility Problems
- The Efficiency of Subgradient Projection Methods for Convex Optimization, Part II: Implementations and Extensions
- Semidefinite Programming
- Convex Analysis
- The Relaxation Method for Linear Inequalities
- Handbook of semidefinite programming. Theory, algorithms, and applications
- Best approximation in inner product spaces
- Obtuse cones and Gram matrices with non-negative inverse