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On Dykstra's algorithm: finite convergence, stalling, and the method of alternating projections
arXiv - CS - Numerical Analysis Pub Date : 2020-01-19 , DOI: arxiv-2001.06747
Heinz H. Bauschke, Regina S. Burachik, Daniel B. Herman, C. Yalcin Kaya

A popular method for finding the projection onto the intersection of two closed convex subsets in Hilbert space is Dykstra's algorithm. In this paper, we provide sufficient conditions for Dykstra's algorithm to converge rapidly, in finitely many steps. We also analyze the behaviour of Dykstra's algorithm applied to a line and a square. This case study reveals stark similarities to the method of alternating projections. Moreover, we show that Dykstra's algorithm may stall for an arbitrarily long time. Finally, we present some open problems.

中文翻译:

关于 Dykstra 算法:有限收敛、停滞和交替投影方法

在 Hilbert 空间中找到两个闭合凸子集的交集上的投影的一种流行方法是 Dykstra 算法。在本文中,我们为 Dykstra 算法在有限多步中快速收敛提供了充分条件。我们还分析了应用于直线和正方形的 Dykstra 算法的行为。这个案例研究揭示了与交替投影方法的明显相似之处。此外,我们表明 Dykstra 算法可能会停滞任意长的时间。最后,我们提出一些未解决的问题。
更新日期:2020-01-22
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