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A successive projection method. (English) Zbl 0685.90074
Summary: It is of both theoretical and practical interest to find the projection of a point to the intersection of a finite number of closed convex sets by a sequence of projections to the individual sets successively. In this paper we study such a method and analyze its convergence properties. A main feature of the method is its capability to decompose the projection problem into several small ones. For some structured sparse problems these small subproblems can be solved independently and the presented method has a potential use in parallel computation.

MSC:
90C20 Quadratic programming
65K05 Numerical mathematical programming methods
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