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An acceleration scheme for cyclic subgradient projections method. (English) Zbl 1267.90097

Summary: An algorithm for solving a convex feasibility problem for a finite family of convex sets is considered. The acceleration scheme of A. R. De Pierro [“em Methodos de projeção para a resolução de sistemas gerais de equações algébricas lineares”, Thesis (tese de Doutoramento), Instituto de Matemática da UFRJ, Cidade Universitária, Rio de Janeiro, Brasil (1981)], which is designed for simultaneous algorithms, is used in the algorithm to speed up the fully sequential cyclic subgradient projections method. A convergence proof is presented. The advantage of using this strategy is demonstrated with some examples.

MSC:

90C25 Convex programming

Software:

SNARK93
Full Text: DOI

References:

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