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A variational approach to the alternating projections method
Journal of Global Optimization ( IF 1.3 ) Pub Date : 2021-04-23 , DOI: 10.1007/s10898-021-01025-y
Carlo Alberto De Bernardi , Enrico Miglierina

The 2-sets convex feasibility problem aims at finding a point in the nonempty intersection of two closed convex sets A and B in a Hilbert space H. The method of alternating projections is the simplest iterative procedure for finding a solution and it goes back to von Neumann. In the present paper, we study some stability properties for this method in the following sense: we consider two sequences of closed convex sets \(\{A_n\}\) and \(\{B_n\}\), each of them converging, with respect to the Attouch-Wets variational convergence, respectively, to A and B. Given a starting point \(a_0\), we consider the sequences of points obtained by projecting on the “perturbed” sets, i.e., the sequences \(\{a_n\}\) and \(\{b_n\}\) given by \(b_n=P_{B_n}(a_{n-1})\) and \(a_n=P_{A_n}(b_n)\). Under appropriate geometrical and topological assumptions on the intersection of the limit sets, we ensure that the sequences \(\{a_n\}\) and \(\{b_n\}\) converge in norm to a point in the intersection of A and B. In particular, we consider both when the intersection \(A\cap B\) reduces to a singleton and when the interior of \(A \cap B\) is nonempty. Finally we consider the case in which the limit sets A and B are subspaces.



中文翻译:

交替投影法的变分方法

2集凸可行性问题的目的是在希尔伯特空间H中找到两个闭合凸集AB的非空交点。交替投影的方法是找到解决方案的最简单的迭代过程,它可以追溯到冯·诺伊曼(von Neumann)。在本文中,我们从以下意义上研究此方法的一些稳定性:我们考虑闭合凸集\(\ {A_n \} \)\(\ {B_n \} \)的两个序列,它们每个都收敛,相对于所述Attouch-才子变收敛,分别。给定一个起点\(a_0 \),我们考虑通过投影在“扰动”集上获得的点序列,即\(b_n = P_ {B_n}给出的序列\(\ {a_n \} \)\(\ {b_n \} \)(a_ {n-1})\)\(a_n = P_ {A_n}(b_n)\)。在极限集的交集的适当几何和拓扑假设下,我们确保序列\(\ {a_n \} \)\(\ {b_n \} \)在范数内收敛到AA的交点。。特别是,我们考虑了当交点\(A \ cap B \)减少为单例时以及当\(A \ cap B \)的内部时,我们都考虑是非空的。最后,我们考虑极限集AB为子空间的情况。

更新日期:2021-04-23
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