The underlying space in this section is a finite dimensional Hilbert space.
The next theorem shows that the converse to Proposition 3.3.2 holds more generally without any assumption on the elemental regularity of the individual sets. Its proof uses the idea in the proof of [51, Theorem 6.2].
Theorem 4.2.1 (necessary condition for linear monotonicity). [101, Theorem 4.12 with n = 1] Let A and B be closed sets with x¯ ∈ S ⊂ A ∩B. Let Λ be an affine subspace containing S andc∈[0,1). Suppose that every sequence of alternating projections starting in Λ and sufficiently close to x¯ is contained in Λ and is linearly monotone with respect to S with constant c. Then the collection of sets {A, B} is subtransversal at x¯ relative to Λ with constant sr0[A, B](¯x)≥ 1−c2 .
The next statement is an immediate consequence of Proposition 3.3.2 and Theorem 4.2.1.
Corollary 4.2.2 (subtransversality is necessary and sufficient for linear monotonicity). [101, Corollary 4.13] LetΛ⊂E be an affine subspace and let A andB be closed subsets of E that are elementally subregular relative to S ⊂A∩B∩Λ at x¯∈ S with constant ε and neighborhoodBδ(¯x)∩Λ for all (a, v)∈gphNAprox with a∈Bδ(¯x)∩Λ.
Suppose that every sequence of alternating projections with the starting point sufficiently close to x¯ is contained in Λ. All such sequences of alternating projections are linearly monotone with respect to S with constant c ∈ [0,1) if and only if the collection of sets is subtransversal atx¯ relative to Λ (with an adequate balance of quantitative constants).
The next technical lemma allows us to formally avoid the restriction “monotone” in Theorem4.2.1.
Lemma4.2.3. [101, Lemma 4.14] Let(xk)k∈Nbe a sequence generated byTAP that converges R-linearly to x¯∈A∩B with rate c∈[0,1). Then there exists a subsequence(xkn)n∈N that is linearly monotone with respect to any setS ⊂A∩B with x¯∈S.
Proof. We present the proof for subsequent discussion. By definition of R-linear conver-gence, there is γ < +∞ such that kxk−xk ≤¯ γck for all k ∈ N. Let S be any set such thatx¯∈S ⊂A∩B. If xk0 :=x0 ∈/ S, i.e., dist(xk0, S)>0, then there exists an iterate of (xk)k∈N (we choose the first one) relabeledxk1 such that
dist(xk1, S)≤ kxk1−xk ≤¯ γck1 ≤cdist(xk0, S). (4.8) Repeating this argument forxk1 in place ofxk0and so on, we extract a subsequence(xkn)n∈N
satisfying
dist(xkn+1, S)≤cdist(xkn, S) ∀n∈N. The proof is complete.
The above observation allows us to obtain the statement about necessary conditions for linear convergence of the alternating projections algorithm which extends Theorem 4.2.1.
Here, the index number k1 depending on the sequence (xk)k∈N will come into play in determining the constant of linear regularity.
Theorem4.2.4 (subtransversality is necessary for linear convergence). [101, Theorem 4.15]
Let m ∈N be fixed andc ∈[0,1). Let Λ, A and B be closed subsets of E and let x¯∈S ⊂ A∩B∩Λ. Suppose that any alternating projections sequence(xk)k∈Nstarting inA∩Λ and sufficiently close to x¯ is contained in Λ, converges R-linearly to a point in S with rate c, and satisfies k1 ≤m wherek1 is determined as in (4.8). Then the collection of sets {A, B}
is subtransversal at x¯ relative toΛ with constantsr0[A, B](¯x)≥ 1−c2m.
Theorem4.2.5 (necessary condition for linear extendability). [101, Theorem 4.16 withn= 1] Let Λbe an affine subspace, and let AandB be closed sets, x¯∈A∩B∩Λ andc∈[0,1).
Suppose that for any alternating projections sequence(xk)k∈N starting inΛ and sufficiently close to x, the joining sequence¯ (zk)k∈N given by (3.20) is a linear extension of (xk)k∈N on Λ with frequency 2 and rate c. Then the collection of sets {A, B} is subtransversal at x¯ relative toΛ with constant sr0[A, B](¯x)≥ 1−c2 .
The joining alternating projections sequence (zk)k∈N given by (3.20) often plays a role as an intermediate step in the analysis of alternating projections. As we shall see, prop-erty of linear extendability itself can also be of interest when dealing with the alternating projections algorithm, especially for nonconvex setting. This observation can be seen for example in [20,51,90,91,118].
Theorems 4.2.1 and 4.2.5 remain valid if instead of the whole alternating projections sequence (xk)k∈N, one supposes there exists a subsequence of form (xj+nk)k∈N for some j∈ {0,1, . . . , n−1}that fulfills the required property.
Theorem 4.2.6 (subtransversality is necessary for linear monotonicity of subsequences). [101, Theorem 4.12] LetΛ, A, andB be closed subsets ofE, let x¯∈S⊂A∩B∩Λ, and let 1≤n∈N and c∈[0,1) be fixed. Suppose that for any sequence of alternating projections (xk)k∈N starting in Λ and sufficiently close to x, there exists a subsequence of the form¯ (xj+nk)k∈N for some j∈ {0,1, . . . , n−1} that remains in Λ and is linearly monotone with respect to S with constant c. Then the collection of sets {A, B} is subtransversal at x¯ relative toΛ with constant sr0[A, B](¯x)≥ 2(2n2−1−c(n−1))1−c .
Theorem 4.2.7 (subtransversality is necessary for linear extendability of subsequences). [101, Theorem 4.16] Let Λ, A, and B be closed subsets of E, let x¯ ∈ A ∩B ∩Λ, and let 1 ≤ n∈ N and c ∈ [0,1) be fixed. Suppose that every alternating projections sequence (xk)k∈Nstarting inA∩Λand sufficiently close tox¯has a subsequence of the form(xj+nk)k∈N
for some j ∈ {0,1, . . . , n−1} such that the joining sequence (zk)k∈N given by (3.20) is a linear extension of(xj+nk) on Λ with frequency 2n and rate c. Then the collection of sets {A, B} is subtransversal at x¯ relative toΛ with constant sr0[A, B](¯x)≥ 2(2n−1−c(n−1))1−c .
Note that Theorems4.2.1 and 4.2.5 turn out to be special cases of Theorems4.2.6 and 4.2.7, respectively withn= 1, i.e., the desired subsequence is actually the whole alternating projections sequence.
In general, subtransversality is not a sufficient condition for an alternating projections sequence to converge to a point in the intersection of the sets. For example, let us define the functionf : [0,1]→Rby f(0) = 0and on each interval of form (1/2n+1,1/2n],
f(t) =
−t+ 1/2n+1, if t∈(1/2n+1,3/2n+2],
t−1/2n, if t∈(3/2n+2,1/2n], (∀n∈N)
and consider the sets: A = gphf and B ={(t, t/3)|t∈[0,1]} and the point x= (0,0)∈ A∩B inR2. Then it can be verified that the collection of sets{A, B} is subtransversal at xwhile the alternating projections method gets stuck at points (1/2n,0)∈/ A∩B.
In the remainder of this section, we show that the property of subtransversality of the collection of sets has been imposed either explicitly or implicitly in all existing linear convergence criteria for the alternating projections method that we are aware of.
It can be recognized without much effort that under any item of Proposition3.3.3, the sequences generated by alternating projections starting sufficiently close to x¯ are actually linearly extendible.
Proposition 4.2.8 (ubiquity of subtransversality in linear convergence criteria). [101, Proposition 4.18] Suppose than one of the conditions(i)–(v)of Proposition 3.3.3is satisfied.
Then for any alternating projections sequence (xk)k∈N starting sufficiently close to x, the¯ corresponding joining sequence(zk)k∈N given by (3.20) is a linear extension of(xk)k∈N with frequency2 and rate c∈[0,1).
Taking Theorem4.2.5 into account we conclude that subtransversality of the collection of sets{A, B}atx¯is a consequence of each item listed in Proposition3.3.3. This observation gives some insights about relationships between various regularity notions of collections of sets and has been formulated partly in [51, Theorem 6.2] and [84, Theorem 4]. Hence, the subtransversality property lies at the foundation of all linear convergence criteria for the method of alternating projections for both convex and nonconvex sets appearing in the literature to this point.
Based on the results obtained in this section we conjecture that, for alternating projec-tions applied to consistent feasibility, subtransversality is necessary for R-linear convergence of the iterates to fixed points, but not sufficient unless the sets are convex. On the other hand, transversality is sufficient, but is far from being necessary even in the convex case.
For example, transversality always fails when the affine span of the union of the sets is not equal to the whole space, while alternating projections can still converge linearly as in the case when the sets are convex with nonempty intersection of their relative interi-ors. A quest has started for the weakest regularity property lying between transversality and subtransversality and being sufficient for the local linear convergence of alternating projections. We mention here the articles by Bauschke et al. [20, 21] utilizing restricted normal cones, Drusvyatskiy et al. [51] introducing and successfully employing intrinsic transversality, Noll and Rondepierre [118] introducing a concept of separable intersection, with 0-separability being a weaker property than intrinsic transversality and still implying the local linear convergence of alternating projections under the additional assumption that one of the sets is 0-Hölder regular at the reference point with respect to the other.