Alternating Linear Minimization: Revisiting von Neumann's alternating projections
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2022
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| _version_ | 1866915922030100480 |
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| author | Braun, Gábor Pokutta, Sebastian Weismantel, Robert |
| author_facet | Braun, Gábor Pokutta, Sebastian Weismantel, Robert |
| contents | In 1933 von Neumann proved a beautiful result that one can approximate a point in the intersection of two convex sets by alternating projections, i.e., successively projecting on one set and then the other. This algorithm assumes that one has access to projection operators for both sets. In this note, we consider the much weaker setup where we have only access to linear minimization oracles over the convex sets and present an algorithm to find a point in the intersection of two convex sets. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2212_02933 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Alternating Linear Minimization: Revisiting von Neumann's alternating projections Braun, Gábor Pokutta, Sebastian Weismantel, Robert Optimization and Control In 1933 von Neumann proved a beautiful result that one can approximate a point in the intersection of two convex sets by alternating projections, i.e., successively projecting on one set and then the other. This algorithm assumes that one has access to projection operators for both sets. In this note, we consider the much weaker setup where we have only access to linear minimization oracles over the convex sets and present an algorithm to find a point in the intersection of two convex sets. |
| title | Alternating Linear Minimization: Revisiting von Neumann's alternating projections |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2212.02933 |