Randomized Projection Methods for Convex Feasibility: Conditioning and Convergence Rates
Randomized Projection Methods for Convex Feasibility: Conditioning and Convergence Rates
In this paper we develop a family of randomized projection methods (RPM) for solving the convex feasibility problem. Our approach is based on several new ideas and tools, including stochastic approximation of convex sets, stochastic reformulations, and conditioning of the convex feasibility problem. In particular, we propose four equivalent stochastic …