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Nonasymptotic and asymptotic linear convergence of an almost cyclic SHQP Dykstra's algorithm for polyhedral problems (1707.03081v1)
Published 10 Jul 2017 in math.OC
Abstract: We show that an almost cyclic (or generalized Gauss- Seidel) Dykstra's algorithm which incorporates the SHQP (supporting halfspace- quadratic programming) strategy can achieve nonasymptotic and asymptotic linear convergence for polyhedral problems.