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寻找最大闭凸集交集最大元的投影方法

Projection methods for finding the greatest element of the intersection of max-closed convex sets

Annals of Operations Research · 2024
被引 0
ABS 3

中文导读

研究了寻找最大闭凸集交集最大元的问题,分析了循环投影方法并提出了递减投影法,后者在理论和实践上优于欧几里得投影,并揭示了与最短路径算法和马尔可夫决策过程值迭代的联系。

Abstract

Abstract We focus on the problem of finding the greatest element of the intersection of max-closed convex sets. For this purpose, we analyze the famous method of cyclic projections and show that, if this method is suitably initialized and applied to max-closed convex sets, it converges to the greatest element of their intersection. Moreover, we propose another projection method, called the decreasing projection, which turns out both theoretically and practically preferable to Euclidean projections in this particular case. Next, we argue that several known algorithms, such as Bellman-Ford and Floyd-Warshall algorithms for shortest paths or Gauss-Seidel variant of value iteration in Markov decision processes, can be interpreted as special cases of iteratively applying decreasing projections onto certain max-closed convex sets. Finally, we link decreasing projections (and thus also the aforementioned algorithms) to bounds consistency in constraint programming.

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