Alternating Projections on Manifolds 论文
2008Mathematics of Operations Research引用 225
Matrix Theory and AlgorithmsAdvanced Optimization Algorithms ResearchOptimization and Variational Analysis
摘要
We prove that if two smooth manifolds intersect transversally, then the method of alternating projections converges locally at a linear rate. We bound the speed of convergence in terms of the angle between the manifolds, which in turn we relate to the modulus of metric regularity for the intersection problem, a natural measure of conditioning. We discuss a variety of problem classes where the projections are computationally tractable, and we illustrate the method numerically on a problem of finding a low-rank solution of a matrix equation.