Alternating conditional gradient method for convex feasibility problems

Abstract: The classical convex feasibility problem in a finite dimensional Euclidean space is studied in the present paper. We are interested in two cases. First, we assume to know how to compute an exact project onto one of the sets involved and the other set is compact such that the conditional gradient (CondG) method can be used for computing efficiently an inexact projection on it. Second, we assume that both sets involved are compact such that the CondG method can be used for computing efficiently inexact projections on them. We combine alternating projection method with CondG method to design a new method, which can be seen as an inexact feasible version of alternate projection method. The proposed method generates two different sequences belonging to each involved set, which converge to a point in the intersection of them whenever it is not empty. If the intersection is empty, then the sequences converge to points in the respective sets whose distance is equal to the distance between the sets in consideration.