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

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 a...

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Veröffentlicht in:Numerical algorithms 2004-04, Vol.35 (2-4), p.331-350
Hauptverfasser: Echebest, N., Guardarucci, M.T., Scolnik, H., Vacchino, M.C.
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Sprache:eng
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Zusammenfassung: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.
ISSN:1017-1398
1572-9265
DOI:10.1023/B:NUMA.0000021777.31773.c3