Successive Projection under a Quasi-Cyclic Order

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Abstract:

A classical method for finding a point in the intersection of a finite collection of closed convex sets is the successive projection method. It is well-known that this method is convergent if each convex sets is chosen for projection in a cyclical manner. In this note we show that this method is still convergent if the length of the cycle grows without bound, provided that the growth is not too fast. Our argument is based on an interesting application of the Cauchy-Schwartz inequality.

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