Euclidean projection onto a convex set Created 2026-09-24 Updated 2026-10-14
For a nonempty closed convex subset of a finite-dimensional inner-product space, is the unique point of minimizing .
This closest-point map is the metric projection onto a closed convex set. Repeated projections onto several sets form the separate projections onto convex sets method.
Nonexpansiveness of metric projection Created 2026-09-29 Updated 2026-11-05
For a nonempty closed convex set in a Hilbert space, its metric projection onto a closed convex set obeys
This stronger inequality implies nonexpansiveness of metric projection, , by the Cauchy-Schwarz inequality.
Put and . The variational characterization of convex projection gives and . Adding the corresponding inequalities in the common direction yields , which is the displayed estimate.
Thus projection cannot magnify errors in the input, a useful stability property for projected gradient descent and projections onto convex sets. It need not be a strict contraction: projecting two points already in leaves both unchanged. The closedness, convexity and inner-product geometry are essential to this nearest-point theorem.
Projections onto convex sets is an iterative feasibility method that successively applies a Euclidean projection onto a convex set to each closed convex constraint set. With two sets it uses . It seeks a point in the intersection; a single projection onto one set is a different operation, and the method does not generally compute the closest intersection point to the initial iterate.