spectral set – Optimization Online

Alternating projections on manifolds

Published: 2006/07/27

Constrained Nonlinear Optimization alternating projection methods, linear convergence, low-rank approximation, metric regularity, nonconvex, spectral set, subspace angle

We prove that if two smooth manifolds intersect transversally, then the method of alternating projections converges locally at a linear rate. We bound the speed of convergence in terms of the angle between the manifolds, which in turn we relate to the modulus of metric regularity for the intersection problem, a natural measure of conditioning. … Read more