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作者:

Hu, Yi-Qing (Hu, Yi-Qing.) | Hao, Chun-Lin (Hao, Chun-Lin.) | Dai, Yu-Hong (Dai, Yu-Hong.)

收录:

CPCI-S EI Scopus SCIE

摘要:

A primal-dual algorithm is proposed for computing the distance from a point to an order simplex. An advantage of the algorithm is that, for any initial active set, it can adjust the active set to improve both primal and dual feasibility until the optimal active set is found. We verify that the algorithm takes only O(n) elementary arithmetic operations, where n is the problem dimension. Numerical results demonstrate the efficiency of the primal-dual algorithm compared with the primal feasible algorithm and the dual feasible algorithm. The primal-dual algorithm proves very useful in projected gradient algorithms applied to general order simplex constrained problems since a series of projection subproblems are requested there and the primal-dual algorithm makes warm starts possible.

关键词:

constrained optimization order simplex primal and dual feasibility projected gradient

作者机构:

  • [ 1 ] [Hu, Yi-Qing]Univ Sci & Technol Beijing, Sch Math & Phys, Beijing 100083, Peoples R China
  • [ 2 ] [Hao, Chun-Lin]Beijing Univ Technol, Dept Appl Math, Beijing 100124, Peoples R China
  • [ 3 ] [Dai, Yu-Hong]Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LSEC, Beijing 100190, Peoples R China

通讯作者信息:

  • [Dai, Yu-Hong]Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LSEC, Box 2719, Beijing 100190, Peoples R China

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来源 :

OPTIMIZATION METHODS & SOFTWARE

ISSN: 1055-6788

年份: 2014

期: 5

卷: 29

页码: 1090-1117

2 . 2 0 0

JCR@2022

ESI学科: COMPUTER SCIENCE;

ESI高被引阀值:133

JCR分区:1

中科院分区:3

被引次数:

WoS核心集被引频次: 1

SCOPUS被引频次: 1

ESI高被引论文在榜: 0 展开所有

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