Skip to main content

Numerical Explorations of Feasibility Algorithms for Finding Points in the Intersection of Finite Sets

  • Chapter
  • First Online:
Splitting Algorithms, Modern Operator Theory, and Applications

Abstract

Projection methods are popular algorithms for iteratively solving feasibility problems in Euclidean or even Hilbert spaces. They employ (selections of) nearest point mappings to generate sequences that are designed to approximate a point in the intersection of a collection of constraint sets. Theoretical properties of projection methods are fairly well understood when the underlying constraint sets are convex; however, convergence results for the nonconvex case are more complicated and typically only local. In this paper, we explore the perhaps simplest instance of a feasibility algorithm, namely when each constraint set consists of only finitely many points. We numerically investigate four constellations: either few or many constraint sets, with either few or many points. Each constellation is tackled by four popular projection methods each of which features a tuning parameter. We examine the behaviour for a single and for a multitude of orbits, and we also consider local and global behaviour. Our findings demonstrate the importance of the choice of the algorithm and that of the tuning parameter.

Dedicated to the memory of Jonathan Borwein

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 89.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 119.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 119.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Bauschke, H.H., Borwein, J.M.: On projection algorithms for solving convex feasibility problems. SIAM Rev. 38, 367–426 (1996)

    Article  MathSciNet  Google Scholar 

  2. Bauschke, H.H., Combettes, P.L.: Convex Analysis and Monotone Operator Theory in Hilbert Spaces, second edition. Springer, Cham (2017)

    Book  Google Scholar 

  3. Bauschke, H.H., Combettes, P.L., Kruk, S.G.: Extrapolation algorithm for affine-convex feasibility problems. Numer. Algorithms 41, 239–274 (2006)

    Article  MathSciNet  Google Scholar 

  4. Bauschke, H.H., Koch, V.R.: Projection methods: Swiss army knives for solving feasibility and best approximation problems with halfspaces. Contemp. Math. 636, 1–40 (2015) doi: 10.1090/conm/636/12726

    Google Scholar 

  5. Bauschke, H.H., Dao, M.N., Lindstrom, S.B.: The Douglas–Rachford algorithm for a hyperplane and a doubleton. J. Glob. Optim. 74, 79–93 (2019)

    Article  MathSciNet  Google Scholar 

  6. Bauschke, H.H., Moursi, W.M.: On the Douglas–Rachford algorithm. Math. Prog. (Ser. A) 164, 263–284 (2017)

    Google Scholar 

  7. Bauschke, H.H., Noll, D., Phan, H.M.: Linear and strong convergence of algorithms involving averaged nonexpansive operators. J. Math. Anal. Appl. 421, 1–20 (2015)

    Article  MathSciNet  Google Scholar 

  8. Borwein, J.M., Lindstrom, S.B., Sims, B., Schneider, A., Skerritt, M.P.: Dynamics of the Douglas–Rachford method for ellipses and p-spheres. Set-Valued Var. Anal. 26, 385–403 (2018)

    Article  MathSciNet  Google Scholar 

  9. Borwein, J.M., Tam, M.K.: A cyclic Douglas–Rachford iteration scheme. J. Optim. Th. Appl. 160, 1–29 (2014)

    Article  MathSciNet  Google Scholar 

  10. Cegielski, A.: Iterative methods for fixed point problems in Hilbert spaces. Springer, Heidelberg (2012)

    MATH  Google Scholar 

  11. Censor, Y., Chen, W., Combettes, P.L., Davidi, R., Herman, G.T.: On the effectiveness of projection methods for convex feasibility problems Extrapolation algorithm for affine-convex feasibility problems. Numer. Algorithms 41, 239–274 (2006)

    Article  MathSciNet  Google Scholar 

  12. Censor, Y., Zaknoon, M.: Algorithms and convergence results of projection methods for inconsistent feasibility problems: a review. Pure Appl. Funct. Anal. 3, 565–586 (2018) https://arxiv.org/abs/1802.07529 [math.OC] (2018)

  13. Censor, Y., Zenios, S.A.: Parallel Optimization. Oxford University Press (1997)

    Google Scholar 

  14. Combettes, P.L.: Convex set theoretic image recovery by extrapolated iterations of parallel subgradient projections. IEEE Trans. Image Process. 6, 493–506 (1997)

    Article  Google Scholar 

  15. Combettes, P.L.: Hilbertian convex feasibility problems: convergence of projection methods. Appl. Math. Optim. 35, 311–330 (1997)

    Article  MathSciNet  Google Scholar 

  16. Dao, M., Phan, H.M.: Linear convergence of the generalized Douglas–Rachford algorithm for feasibility problems. J. Glob. Optim. 72, 443–474 (2018)

    Article  MathSciNet  Google Scholar 

  17. Eckstein, J., Bertsekas, D.P.: On the Douglas–Rachford splitting method and the proximal point algorithm for maximal monotone operators. Math. Prog. (Ser. A) 55, 293–318 (1992)

    Google Scholar 

  18. Elser, V., Rankenburg, I., Thibault, P.: Searching with iterated maps. Proc. Natl. Acad. Sci. U.S.A. 104, 418–423 (2007)

    Article  MathSciNet  Google Scholar 

  19. Lions, P.-L., Mercier, B.: Splitting algorithms for the sum of two nonlinear operators. SIAM J. Numer. Anal. 16, 964–979 (1979)

    Article  MathSciNet  Google Scholar 

  20. Luke, D.R.: Finding best approximation pairs relative to a convex and a prox-regular set in a Hilbert space. SIAM J. Optim. 19, 714–739 (2008)

    Article  MathSciNet  Google Scholar 

  21. Luke, D.R., Sabach, S., Teboulle, M.: Optimization on spheres: models and proximal algorithms with computational performance comparisons. https://arxiv.org/abs/1810.02893 [math.OC] (2018)

Download references

Acknowledgements

We thank the referee for constructive comments and suggestions. The research of HHB was partially supported by NSERC.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Heinz H. Bauschke .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2019 Springer Nature Switzerland AG

About this chapter

Check for updates. Verify currency and authenticity via CrossMark

Cite this chapter

Bauschke, H.H., Gretchko, S., Moursi, W.M. (2019). Numerical Explorations of Feasibility Algorithms for Finding Points in the Intersection of Finite Sets. In: Bauschke, H., Burachik, R., Luke, D. (eds) Splitting Algorithms, Modern Operator Theory, and Applications. Springer, Cham. https://doi.org/10.1007/978-3-030-25939-6_3

Download citation

Publish with us

Policies and ethics