The nearest point problem in a polyhedral set and its extensions
Zhe Liu () and
Yahya Fathi ()
Computational Optimization and Applications, 2012, vol. 53, issue 1, 115-130
Abstract:
In this paper we investigate the relationship between the nearest point problem in a polyhedral cone and the nearest point problem in a polyhedral set, and use this relationship to devise an effective method for solving the latter using an existing algorithm for the former. We then show that this approach can be employed to minimize any strictly convex quadratic function over a polyhedral set. Through a computational experiment we evaluate the effectiveness of this approach and show that for a collection of randomly generated instances this approach is more effective than other existing methods for solving these problems. Copyright Springer Science+Business Media, LLC 2012
Keywords: Quadratic programming; Pos cone; Projection face; Active constraint (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:spr:coopap:v:53:y:2012:i:1:p:115-130
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DOI: 10.1007/s10589-011-9448-5
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