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From convex feasibility to convex constrained optimization using block action projection methods and underrelaxation
Author(s) -
De Pierro Alvaro R.,
Helou Neto Elias Salomão
Publication year - 2009
Publication title -
international transactions in operational research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.032
H-Index - 52
eISSN - 1475-3995
pISSN - 0969-6016
DOI - 10.1111/j.1475-3995.2009.00693.x
Subject(s) - mathematical optimization , conic optimization , convex optimization , projection (relational algebra) , regular polygon , block (permutation group theory) , mathematics , proper convex function , convex analysis , convergence (economics) , projection method , proximal gradient methods , optimization problem , subderivative , convex combination , computer science , dykstra's projection algorithm , algorithm , combinatorics , geometry , economics , economic growth
We describe the evolution of projection methods for solving convex feasibility problems to optimization methods when inconsistency arises, finally deriving from them, in a natural way, a general block method for convex constrained optimization. We present convergence results.