منابع مشابه
Stochastic Alternating Projections
We show how basic work of Don Burkholder on iterated conditional expectations is intimately connected to a standard tool of scientific computing—Glauber dynamics (also known as the Gibbs sampler). We begin with von Neumann’s alternating projection theorem using an example of Burkholder’s. We then review Burkholder’s theorem. Finally, we introduce Glauber dynamics and show how Burkholder’s theor...
متن کاملAlternating Projections on Manifolds
We prove that if two smooth manifolds intersect transversally, then the method of alternating projections converges locally at a linear rate. We bound the speed of convergence in terms of the angle between the manifolds, which in turn we relate to the modulus of metric regularity for the intersection problem, a natural measure of conditioning. We discuss a variety of problem classes where the p...
متن کاملConstrained Consensus and Alternating Projections
We study the problem of reaching a consensus in the estimates of multiple agents forming a network with time-varying connectivity. Our main focus is on constrained consensus problems where the estimate of each agent is constrained to lie in a different closed convex constraint set. We consider a distributed “projected consensus algorithm” in which the local averaging operation is combined with ...
متن کاملAlternating projections and coupling slope
We consider the method of alternating projections for finding a point in the intersection of two possibly nonconvex closed sets. We present a local linear convergence result that makes no regularity assumptions on either set (unlike previous results), while at the same time weakening standard transversal intersection assumptions. The proof grows out of a study of the slope of a natural nonsmoot...
متن کاملA Cutting-Plane Alternating Projections Algorithm A Cutting-Plane, Alternating Projections Algorithm for Conic Optimization Problems
We introduce a hybrid projection-localization method for solving large convex cone programs. The method interleaves a series of projections onto localization sets with the classical alternating projections method for convex feasibility problems; the problem is made amenable to the method by reducing it to a convex feasibility problem composed of a subspace and a cone via its homogeneous self-du...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2012
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2011.06.079