An acceleration scheme for cyclic subgradient projections method

An algorithm for solving convex feasibility problem for a finite family of convex sets is considered. The acceleration scheme of De Pierro (em Methodos de projeção para a resolução de sistemas gerais de equações algébricas lineares. Thesis (tese de Doutoramento), Instituto de Matemática da UFRJ, Cidade Universitária, Rio de Janeiro, Brasil, <CitationRef CitationID="CR10">1981</CitationRef>), which is designed for simultaneous algorithms, is used in the algorithm to speed up the fully sequential cyclic subgradient projections method. A convergence proof is presented. The advantage of using this strategy is demonstrated with some examples. Copyright Springer Science+Business Media, LLC 2013