An acceleration scheme for cyclic subgradient projections method

  • Authors:
  • Touraj Nikazad;Mokhtar Abbasi

  • Affiliations:
  • Department of Mathematics, Iran University of Science and Technology, Tehran, Iran 16846-13114;Department of Mathematics, Iran University of Science and Technology, Tehran, Iran 16846-13114

  • Venue:
  • Computational Optimization and Applications
  • Year:
  • 2013

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Abstract

An algorithm for solving convex feasibility problem for a finite family of convex sets is considered. The acceleration scheme of 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.