Polynomial algorithms for projecting a point onto a region defined by a linear constraint and box constraints in ℝn
Stefan M. Stefanov
Journal of Applied Mathematics, 2004, vol. 2004, issue 5, 409-431
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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https://doi.org/10.1155/S1110757X04309071
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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnljam:v:2004:y:2004:i:5:p:409-431
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