An acceleration scheme for Dykstra’s algorithm

Williams López () and Marcos Raydan ()

Computational Optimization and Applications, 2016, vol. 63, issue 1, 29-44

Abstract: Dykstra’s algorithm is an iterative alternating projection procedure for solving the best approximation problem: find the closest point, to a given one, in the intersection of a finite number of closed and convex sets. The main drawback of Dykstra’s algorithm is its frequent slow convergence. In this work we develop an acceleration scheme with a strong geometrical flavor, which guarantees termination at the solution in two cycles of projections in the case of two closed subspaces. The proposed scheme can also be applied to any other alternating projection algorithm that solves the best approximation problem. Copyright Springer Science+Business Media New York 2016

Keywords: Dykstra’s algorithm; Alternating projection methods; Orthogonal projections; Acceleration schemes (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/s10589-015-9768-y

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