A METHOD FOR FINDING PROJECTIONS ONTO THE INTERSECTION OF CONVEX SETS IN HILBERT SPACES(l)
James P. Boyle, Richard L. Dykstra · 1986
Many problems require the ability to find least squares projections onto convex regions. Here it is shown that if the constraint region can be expressed as a finite intersection of simpler convex regions, then one can obtain the projection onto the intersection by performing a series of projections only onto the simpler regions. This may facilitate finding least squares projections in more complicated spaces since the approach is valid for a general Hilbert space rather than just Rn.