Convergence analysis of variants of the averaged alternating modified reflections method

Shin-ya Matsushita

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arXiv · 1609.00862

Convergence analysis of variants of the averaged alternating modified reflections method

Shin-ya Matsushita

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Abstract

This paper presents new variants of the averaged alternating modified reflections (AAMR) method for the best approximation problem. Under a mild constraint qualification, we first show its weak convergence and then establish a convergence rate. Furthermore, under a standard interior-point-like condition, we show that the method has a finite termination property.

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Shin-ya Matsushita. 2016-09-03. Convergence analysis of variants of the averaged alternating modified reflections method. https://arxiv.org/abs/1609.00862

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