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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.
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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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