Two new optimization techniques based on projections onto convex space (POCS)
framework for solving convex and some non-convex optimization problems are
presented. The dimension of the minimization problem is lifted by one and sets
corresponding to the cost function are defined. If the cost function is a
convex function in R^N the corresponding set is a convex set in R^(N+1). The
iterative optimization approach starts with an arbitrary initial estimate in
R^(N+1) and an orthogonal projection is performed onto one of the sets in a
sequential manner at each step of the optimization problem. The method provides
globally optimal solutions in total-variation, filtered variation, l1, and
entropic cost functions. It is also experimentally observed that cost functions
based on lp, p<1 can be handled by using the supporting hyperplane concept