Polynomial algorithms for projecting a point onto a region defined by a linear constraint and box constraints in â„ n
Stefan M. Stefanov
Journal of Applied Mathematics, 2004, vol. 2004, 1-23
Abstract:
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.
Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljam:314959
DOI: 10.1155/S1110757X04309071
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