Convex feasibility problems require to find a point in the intersection of a finite family of convex sets. We propose to solve such problems by performing set-enlargements and applying a new kind of projection operators called valiant projectors. A valiant projector onto a convex set implements a special relaxation strategy, proposed by Goffin in 1971, that dictates the move toward the projection according to the distance from the set. Contrary to past realizations of this strategy, our valiant projection operator implements the strategy in a continuous fashion. We study properties of valiant projectors and prove convergence of our new valiant projections method. These results include as a special case and extend the 1985 automatic relaxation method of Censor.
Citation
December 4, 2016. Revised: May 29, 2017. Revised: September 11, 2017. Journal of Optimization Theory and Applications, accepted for publication.