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Over-Relaxation in Alternating Projections (2503.09469v1)
Published 12 Mar 2025 in math.NA and cs.NA
Abstract: We improve upon the current bound on convergence rates of the Gauss-Seidel, Kaczmarz, and more generally projection methods where projections are visited in randomized order. The tighter bound reveals a practical approach to speed up convergence by over-relaxation -- a longstanding challenge that has been difficult to overcome for general problems with deterministic Succession of Over-Relaxations.
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