Parallel Polyhedral Projection Method for the Convex Feasibility Problem

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Hauptverfasser: Barros, Pablo, Behling, Roger, Guigues, Vincent
Format: Preprint
Veröffentlicht: 2025
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author Barros, Pablo
Behling, Roger
Guigues, Vincent
author_facet Barros, Pablo
Behling, Roger
Guigues, Vincent
contents In this paper, we introduce and study the Parallel Polyhedral Projection Method (3PM) and the Approximate Parallel Polyhedral Projection Method (A3PM) for finding a point in the intersection of finitely many closed convex sets. Each iteration has two phases: parallel projections onto the target sets (exact in 3PM, approximate in A3PM), followed by an exact or approximate projection onto a polyhedron defined by supporting half-spaces. These strategies appear novel, as existing methods largely focus on parallel schemes like Cimmino's method. Numerical experiments demonstrate that A3PM often outperforms both classical and recent projection-based methods when the number of sets is greater than two. Theoretically, we establish global convergence for both 3PM and A3PM without regularity assumptions. Under a Slater condition or error bound, we prove linear convergence, even with inexact projections. Additionally, we show that 3PM achieves superlinear convergence under suitable geometric assumptions.
format Preprint
id arxiv_https___arxiv_org_abs_2506_15895
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Parallel Polyhedral Projection Method for the Convex Feasibility Problem
Barros, Pablo
Behling, Roger
Guigues, Vincent
Optimization and Control
49M27, 65K05, 65B99, 90C25
In this paper, we introduce and study the Parallel Polyhedral Projection Method (3PM) and the Approximate Parallel Polyhedral Projection Method (A3PM) for finding a point in the intersection of finitely many closed convex sets. Each iteration has two phases: parallel projections onto the target sets (exact in 3PM, approximate in A3PM), followed by an exact or approximate projection onto a polyhedron defined by supporting half-spaces. These strategies appear novel, as existing methods largely focus on parallel schemes like Cimmino's method. Numerical experiments demonstrate that A3PM often outperforms both classical and recent projection-based methods when the number of sets is greater than two. Theoretically, we establish global convergence for both 3PM and A3PM without regularity assumptions. Under a Slater condition or error bound, we prove linear convergence, even with inexact projections. Additionally, we show that 3PM achieves superlinear convergence under suitable geometric assumptions.
title Parallel Polyhedral Projection Method for the Convex Feasibility Problem
topic Optimization and Control
49M27, 65K05, 65B99, 90C25
url https://arxiv.org/abs/2506.15895