Exterior point algorithms for nearest points and convex quadratic programs
dc.contributor.author | Al-Sultan, Khaled S. | en_US |
dc.contributor.author | Murty, Katta G. | en_US |
dc.date.accessioned | 2006-09-11T19:33:31Z | |
dc.date.available | 2006-09-11T19:33:31Z | |
dc.date.issued | 1992-05 | en_US |
dc.identifier.citation | Al-Sultan, K. S.; Murty, K. G.; (1992). "Exterior point algorithms for nearest points and convex quadratic programs." Mathematical Programming 57 (1-3): 145-161. <http://hdl.handle.net/2027.42/47925> | en_US |
dc.identifier.issn | 0025-5610 | en_US |
dc.identifier.issn | 1436-4646 | en_US |
dc.identifier.uri | https://hdl.handle.net/2027.42/47925 | |
dc.description.abstract | We consider the problem of finding the nearest point (by Euclidean distance) in a simplicial cone to a given point, and develop an exterior penalty algorithm for it. Each iteration in the algorithm consists of a single Newton step following a reduction in the value of the penalty parameter. Proofs of convergence of the algorithm are given. Various other versions of exterior penalty algorithms for nearest point problems in nonsimplicial polyhedral cones and for convex quadratic programs, all based on a single descent step following a reduction in the value of the penalty parameter per iteration, are discussed. The performance of these algorithms in large scale computational experiments is very encouraging. It shows that the number of iterations grows very slowly, if at all, with the dimension of the problem. | en_US |
dc.format.extent | 1059864 bytes | |
dc.format.extent | 3115 bytes | |
dc.format.mimetype | application/pdf | |
dc.format.mimetype | text/plain | |
dc.language.iso | en_US | |
dc.publisher | Springer-Verlag; The Mathematical Programming Society, Inc. | en_US |
dc.subject.other | SOR Methods | en_US |
dc.subject.other | Nearest Point Problems | en_US |
dc.subject.other | Mathematical Methods in Physics | en_US |
dc.subject.other | Newton Step | en_US |
dc.subject.other | Exterior Penalty Function Methods | en_US |
dc.subject.other | Numerical and Computational Methods | en_US |
dc.subject.other | Operation Research/Decision Theory | en_US |
dc.subject.other | Convex Quadratic Programs | en_US |
dc.subject.other | Optimization | en_US |
dc.subject.other | Mathematical and Computational Physics | en_US |
dc.subject.other | Calculus of Variations and Optimal Control | en_US |
dc.subject.other | Combinatorics | en_US |
dc.subject.other | Mathematics | en_US |
dc.subject.other | Mathematics of Computing | en_US |
dc.subject.other | Numerical Analysis | en_US |
dc.title | Exterior point algorithms for nearest points and convex quadratic programs | en_US |
dc.type | Article | en_US |
dc.subject.hlbsecondlevel | Mathematics | en_US |
dc.subject.hlbtoplevel | Science | en_US |
dc.description.peerreviewed | Peer Reviewed | en_US |
dc.contributor.affiliationum | Department of Industrial and Operations Engineering, The University of Michigan, 48109-2117, Ann Arbor, MI, USA; Systems Engineering Department, King Fahd University of Petroleum and Minerals, Dhahran, Saudi Arabia | en_US |
dc.contributor.affiliationum | Department of Industrial and Operations Engineering, The University of Michigan, 48109-2117, Ann Arbor, MI, USA; Systems Engineering Department, King Fahd University of Petroleum and Minerals, Dhahran, Saudi Arabia | en_US |
dc.contributor.affiliationumcampus | Ann Arbor | en_US |
dc.description.bitstreamurl | http://deepblue.lib.umich.edu/bitstream/2027.42/47925/1/10107_2005_Article_BF01581078.pdf | en_US |
dc.identifier.doi | http://dx.doi.org/10.1007/BF01581078 | en_US |
dc.identifier.source | Mathematical Programming | en_US |
dc.owningcollname | Interdisciplinary and Peer-Reviewed |
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