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Author:

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

Indexed by:

CPCI-S EI Scopus SCIE

Abstract:

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.

Keyword:

order simplex constrained optimization primal and dual feasibility projected gradient

Author Community:

  • [ 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

Reprint Author's Address:

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

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Source :

OPTIMIZATION METHODS & SOFTWARE

ISSN: 1055-6788

Year: 2014

Issue: 5

Volume: 29

Page: 1090-1117

2 . 2 0 0

JCR@2022

ESI Discipline: COMPUTER SCIENCE;

ESI HC Threshold:188

JCR Journal Grade:1

CAS Journal Grade:3

Cited Count:

WoS CC Cited Count: 3

SCOPUS Cited Count: 1

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 4

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