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Polynomial algorithms for projecting a point onto a region defined by a linear constraint and box constraints in â„ n

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  • Stefan M. Stefanov

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.

Suggested Citation

  • Stefan M. Stefanov, 2004. "Polynomial algorithms for projecting a point onto a region defined by a linear constraint and box constraints in â„ n," Journal of Applied Mathematics, Hindawi, vol. 2004, pages 1-23, January.
    • Handle: RePEc:hin:jnljam:314959
    DOI: 10.1155/S1110757X04309071
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    Cited by:

    1. Patriksson, Michael, 2008. "A survey on the continuous nonlinear resource allocation problem," European Journal of Operational Research, Elsevier, vol. 185(1), pages 1-46, February.
    2. Nicholas I. M. Gould & Daniel P. Robinson, 2017. "A dual gradient-projection method for large-scale strictly convex quadratic problems," Computational Optimization and Applications, Springer, vol. 67(1), pages 1-38, May.

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