Finite Convergence of Circumcentered-Reflection Method on Closed Convex Cones in Hilbert Spaces

2022/10/31 by Hongzhi Liao, Liao, Hongzhi
Mathematics · Computer Science · #Advanced Optimization Algorithms Research #Matrix Theory and Algorithms #Iterative Methods for Nonlinear Equations

paper · pdf · doi:10.48550/arxiv.2210.17003

Abstract

We establish finite convergence of circumcentered-reflection method (CRM) for the case of intersection of two closed convex cones in a real Hilbert space. We apply this result to prove the finite convergence for two polyhedral sets in Rⁿ.

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