Polynomial algorithms for projecting a point onto a region defined by a linear constraint and box constraints in ℝn
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 optimiza...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2004-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/S1110757X04309071 |
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| Summary: | 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. |
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| ISSN: | 1110-757X 1687-0042 |