Polynomial algorithms for projecting a point onto a region defined by a linear constraint and box constraints in $\mathbb{R}^n$
Stefanov, Stefan M.
J. Appl. Math., Tome 2004 (2004) no. 1, p. 409-431 / Harvested from Project Euclid
We consider the problem of projecting a point onto a region defined by a linear equality or inequality constraint and two-sided bounds on the variables. Such problems are interesting because they arise in various practical problems and as subproblems of gradient-type methods for constrained optimization. Polynomial algorithms are proposed for solving these problems and their convergence is proved. Some examples and results of numerical experiments are presented.
Publié le : 2004-11-18
Classification:  90C30,  90C20,  90C25
@article{1102957011,
     author = {Stefanov, Stefan M.},
     title = {Polynomial algorithms for projecting a point onto a region defined by a linear
constraint and box constraints in $\mathbb{R}^n$},
     journal = {J. Appl. Math.},
     volume = {2004},
     number = {1},
     year = {2004},
     pages = { 409-431},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1102957011}
}
Stefanov, Stefan M. Polynomial algorithms for projecting a point onto a region defined by a linear
constraint and box constraints in $\mathbb{R}^n$. J. Appl. Math., Tome 2004 (2004) no. 1, pp.  409-431. http://gdmltest.u-ga.fr/item/1102957011/