Projections onto convex sets

In mathematics, projections onto convex sets (POCS), sometimes known as the alternating projection method, is a method to find a point in the intersection of two closed convex sets. It is a very simple algorithm and has been rediscovered many times. The simplest case, when the sets are affine spaces, was analyzed by John von Neumann. The case when the sets are affine spaces is special, since the iterates not only converge to a point in the intersection (assuming the intersection is non-empty) but to the orthogonal projection of the point onto the intersection. For general closed convex sets, the limit point need not be the projection. Classical work on the case of two closed convex sets shows that the rate of convergence of the iterates is linear.There are now extensions that consider case

Projections onto convex sets

In mathematics, projections onto convex sets (POCS), sometimes known as the alternating projection method, is a method to find a point in the intersection of two closed convex sets. It is a very simple algorithm and has been rediscovered many times. The simplest case, when the sets are affine spaces, was analyzed by John von Neumann. The case when the sets are affine spaces is special, since the iterates not only converge to a point in the intersection (assuming the intersection is non-empty) but to the orthogonal projection of the point onto the intersection. For general closed convex sets, the limit point need not be the projection. Classical work on the case of two closed convex sets shows that the rate of convergence of the iterates is linear.There are now extensions that consider case