Text

Projection and Rescaling Algorithm for Finding Maximum Support Solutions to Polyhedral Conic Systems

We propose a simple projection and rescaling algorithm that finds maximum support solutions to the pair of feasibility problems: find x∈L∩Rn+  and find xˆ∈L⊥∩Rn+, where L is a linear subspace in Rn and L⊥ is its orthogonal complement. The algorithm complements a basic procedure that involves only projections onto L and L⊥ with a periodic rescaling step. The number of rescaling steps and, thus, overall computational work performed by the algorithm are bounded above in terms of a condition measure of the above pair of problems. Our algorithm is a natural but significant extension of a previous projection and rescaling algorithm that finds a solution to the full support problem: find x∈L∩Rn++ when this problem is feasible. As a byproduct of our new developments, we obtain a sharper analysis of the projection and rescaling algorithm in the latter special case.

Ketersediaan

Informasi Detail

Judul Seri

MATHEMATICS OF OPERATIONS RESEARCH; Vol.47 No.4 November 2022

No. Panggil

-

Penerbit

: .,

Deskripsi Fisik

p. 3304-3316

Bahasa

English

ISBN/ISSN

-

Klasifikasi

NONE

Tipe Isi

-

Tipe Media

-

Tipe Pembawa

-

Edisi

-

Subjek

SUPPORT
PROJECTION
RESCALING
CONDITION MEASURE
CONIC FEASIBILITY

Info Detail Spesifik

https://doi.org/10.1287/moor.2021.1235

Pernyataan Tanggungjawab

Javier Pena, Negar Soheili

Versi lain/terkait

Lampiran Berkas

Komentar