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A variational approach to the alternating projections method

Published 31 Jul 2019 in math.OC | (1907.13402v2)

Abstract: The 2-sets convex feasibility problem aims at finding a point in the nonempty intersection of two closed convex sets $A$ and $B$ in a Hilbert space $X$. The method of alternating projections is the simplest iterative procedure for finding a solution and it goes back to von Neumann. In the present paper, we study some stability properties for this method in the following sense: we consider two sequences of sets, each of them converging, with respect to the Attouch-Wets variational convergence, respectively, to $A$ and $B$. Given a starting point $a_0$, we consider the sequences of points obtained by projecting on the "perturbed" sets, i.e., the sequences ${a_n}$ and ${b_n}$ given by $b_n=P_{B_n}(a_{n-1})$ and $a_n=P_{A_n}(b_n)$. Under appropriate geometrical and topological assumptions on the intersection of the limit sets, we ensure that the sequences ${a_n}$ and ${b_n}$ converge in norm to a point in the intersection of $A$ and $B$. In particular, we consider both when the intersection $A\cap B$ reduces to a singleton and when the interior of $A \cap B$ is nonempty. Finally we consider the case in which the limit sets $A$ and $B$ are subspaces.

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