The block-wise circumcentered–reflection method

Publication Title

Computational Optimization and Applications

ISSN

9266003

E-ISSN

15732894

Document Type

Article

Abstract

The elementary Euclidean concept of circumcenter has recently been employed to improve two aspects of the classical Douglas–Rachford method for projecting onto the intersection of affine subspaces. The so-called circumcentered–reflection method is able to both accelerate the average reflection scheme by the Douglas–Rachford method and cope with the intersection of more than two affine subspaces. We now introduce the technique of circumcentering in blocks, which, more than just an option over the basic algorithm of circumcenters, turns out to be an elegant manner of generalizing the method of alternating projections. Linear convergence for this novel block-wise circumcenter framework is derived and illustrated numerically. Furthermore, we prove that the original circumcentered–reflection method essentially finds the best approximation solution in one single step if the given affine subspaces are hyperplanes.

First Page

675

Last Page

699

Publication Date

7-1-2020

DOI

10.1007/s10589-019-00155-0

Keywords

Accelerating convergence, Best approximation problem, Circumcenter scheme, Douglas–Rachford method, Linear and finite convergence, Method of alternating projections

Department

Department of Mathematical Sciences

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