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Dykstra's algorithm is a method that computes a point in the intersection of convex sets, and is a variant of the alternating projection method. In its simplest form, the method finds a point in the intersection of two convex sets by iteratively projecting onto each of the convex set; it differs from the alternating projection method in that there are intermediate steps. A parallel version of the algorithm was developed by Gaffke and Mathar.
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