Alternating projections on manifolds

被引:151
作者
Lewis, Adrian S. [1 ]
Malick, Jerome [2 ]
机构
[1] Cornell Univ, Sch Operat Res & Ind Engn, Ithaca, NY 14853 USA
[2] INRIA Rhone Alpes, F-38334 Saint Ismier, France
基金
美国国家科学基金会;
关键词
alternating projections; nonconvex; linear convergence; subspace angle; metric regularity; low-rank approximation; spectral set;
D O I
10.1287/moor.1070.0291
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
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.
引用
收藏
页码:216 / 234
页数:19
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