An Acceleration Scheme for Solving Convex Feasibility Problems Using Incomplete Projection Algorithms

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• 作者：N. Echebest ; M.T. Guardarucci ; H. Scolnik and M.C. Vacchino
• 关键词：aggregated projection methods ; systems of inequalities ; incomplete projections
• 刊名：Numerical Algorithms
• 出版年：2004
• 出版时间：2004
• 年：2004
• 卷：35
• 期：2/4
• 页码：331-350
• 全文大小：164 KB

文摘

The Projected Aggregation Methods (PAM) for solving linear systems of equalities and/or inequalities, generate a new iterate xk+1 by projecting the current point xk onto a separating hyperplane generated by a given linear combination of the original hyperplanes or halfspaces. In [12] we introduced acceleration schemes for solving systems of linear equations by applying optimization techniques to the problem of finding the optimal combination of the hyperplanes within a PAM like framework. In this paper we generalize those results, introducing a new accelerated iterative method for solving systems of linear inequalities, together with the corresponding theoretical convergence results. In order to test its efficiency, numerical results obtained applying the new acceleration scheme to two algorithms introduced by García-Palomares and González-Castaño [6] are given.