Revisiting von Neumann’s alternating projections
Speaker:
Sebastian Pokutta, Technical University of Berlin and ZIB
Date and Time:
Tuesday, December 6, 2022 - 10:00am to 10:30am
Location:
Fields Institute, Stewart Library
Abstract:
In 1933 von Neumann proved a beautiful result that one can approximate a point in the intersection of two convex sets by alternating projections, i.e., successively projecting on one set and then the other. This algorithm assumes that one has access to projection operators for both sets. In this talk, we consider the much weaker setup where we have only access to linear minimization oracles over the convex sets and present an algorithm to find a point in the intersection of two convex sets.