This paper proposes an associative memory neural network whose limiting state is the nearest point in a polyhedron from a given input. Two implementations of the proposed associative memory network are presented based on Dykstra's algorithm and a fixed point theorem for nonexpansive mappings. By these implementations, the set of all correctable errors by the network is characterized as a dual cone of the polyhedron at each pattern to be memorized, which leads to a simple amplifying technique to improve the error correction capability. It is shown by numerical examples that the proposed associative memory realizes much better error correction performance than the conventional one based on POCS at the expense of the increase of necessary number of iterations in the recalling stage.