An Extrapolated Iterative Algorithm for Multiple‐Set Split Feasibility Problem

The multiple‐set split feasibility problem (MSSFP), as a generalization of the split feasibility problem, is to find a point in the intersection of a family of closed convex sets in one space such that its image under a linear transformation will be in the intersection of another family of closed convex sets in the image space. Censor et al. (2005) proposed a method for solving the multiple‐set split feasibility problem (MSSFP), whose efficiency depends heavily on the step size, a fixed constant related to the Lipschitz constant of ∇p(x) which may be slow. In this paper, we present an accelerated algorithm by introducing an extrapolated factor to solve the multiple‐set split feasibility problem. The framework encompasses the algorithm presented by Censor et al. (2005). The convergence of the method is investigated, and numerical experiments are provided to illustrate the benefits of the extrapolation.