Efficient controls for finitely convergent sequential algorithms

Authors:
Wei Chen;Gabor T. Herman
Affiliations:
City University of New York, New York, NY;City University of New York, New York, NY
Venue:
ACM Transactions on Mathematical Software (TOMS)
Year:
2010

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Abstract

Finding a feasible point that satisfies a set of constraints is a common task in scientific computing; examples are the linear feasibility problem and the convex feasibility problem. Finitely convergent sequential algorithms can be used for solving such problems; an example of such an algorithm is ART3, which is defined in such a way that its control is cyclic in the sense that during its execution it repeatedly cycles through the given constraints. Previously we found a variant of ART3 whose control is no longer cyclic, but which is still finitely convergent and in practice usually converges faster than ART3. In this article we propose a general methodology for automatic transformation of finitely convergent sequential algorithms in such a way that (1) finite convergence is retained, and (2) the speed of convergence is improved. The first of these properties is proven by mathematical theorems, the second is illustrated by applying the algorithms to a practical problem.