An efficient simultaneous method for the constrained multiple-sets split feasibility problem

The multiple-sets split feasibility problem (MSFP) captures various applications arising in many areas. Recently, by introducing a function measuring the proximity to the involved sets, Censor et al. proposed to solve the MSFP via minimizing the proximity function, and they developed a class of simultaneous methods to solve the resulting constrained optimization model numerically. In this paper, by combining the ideas of the proximity function and the operator splitting methods, we propose an efficient simultaneous method for solving the constrained MSFP. The efficiency of the new method is illustrated by some numerical experiments.