A non-interior continuation algorithm for solving the convex feasibility problem |
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Authors: | Nan Lu Feng Ma Sanyang Liu |
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Institution: | School of Mathematics and Statistics, Xidian University, XiAn 710071, PR China |
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Abstract: | In this paper, a specific class of convex feasibility problems are considered and a non-interior continuation algorithm based on a smoothing function to solve this class of problems is introduced. The proposed algorithm solves at most one system of linear equations at each iteration. Under some weak assumptions, we show that the algorithm is globally linearly and locally quadratically convergent. Preliminary numerical results are also reported, which verify the favorable theoretical properties of the proposed algorithm. |
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Keywords: | Convex feasibility problem Non-interior continuation algorithm Global linear convergence Local quadratic convergence |
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