  In 1933 von Neumann proved a beautiful result that one can approximate a
point in the intersection of two convex sets by alternating projections, i.e.,
successively projecting on one set and then the other. This algorithm assumes
that one has access to projection operators for both sets. In this note, we
consider the much weaker setup where we have only access to linear minimization
oracles over the convex sets and present an algorithm to find a point in the
intersection of two convex sets.
