Journal of Convex Analysis 28 (2021), No. 3, [final page numbers not yet available]
Copyright Heldermann Verlag 2021
Projecting onto Intersections of Halfspaces and Hyperplanes
Dept. of Mathematics, University of British Columbia, Kelowna B.C., Canada
It is well-known that the sequence of iterations of the composition of projections onto closed affine subspaces converges linearly to the projection onto the intersection of the affine subspaces when the sum of the corresponding linear subspaces is closed. Inspired by this, we systematically study the relation between the projection onto intersection of halfspaces and hyperplanes, and the composition of projections onto halfspaces and hyperplanes. In addition, as by-products, we provide the Karush-Kuhn-Tucker conditions for characterizing the optimal solution of convex optimization with finitely many equality and inequality constraints in Hilbert spaces and construct an explicit formula for the projection onto the intersection of hyperplane and halfspace.
Keywords: Projection, halfspace, hyperplane, best approximation mapping, linear convergence, Karush-Kuhn-Tucker conditions, convex optimization.
MSC: 47N10, 41A50 , 65K10; 65K05, 90C25, 90C90.
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