2013/06/29 by C. H. Jeffrey Pang, Pang, C. H. Jeffrey
Computer Science · Engineering · Mathematics · #47J25 #52A20 #90C20 #90C25 #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Sparse and Compressive Sensing Techniques
paper · pdf · doi:10.48550/arxiv.1307.0053
openalex publication_date 2013/06/29 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Abstract. The Set Intersection Problem (SIP) is the problem of finding a point in the intersection of convex sets. This problem is typically solved by the method of alternating projections. To accelerate the convergence, the idea of using Quadratic Programming (QP) to project a point onto the intersection of halfspaces generated by the projection process was discussed in earlier papers. This paper looks at how one can integrate projection algorithms together with an active set QP algorithm. As a byproduct of our analysis, we show how to accelerate an SIP algorithm involving box constraints, and how to extend a version of the Algebraic Reconstruction Technique (ART) while preserving finite convergence. Lastly, the warmstart property of active set QP algorithms is a valuable property for the problem of projecting onto the intersection of convex sets.