An active index algorithm for the nearest point problem in a polyhedral cone

作者：Liu Zhe^*; Fathi Yahya

来源：Computational Optimization and Applications, 2011, 49(3): 435-456.

DOI：10.1007/s10589-009-9303-0

• Quadratic programming
• Pos cone
• Projection face
• Active constraint

We consider the problem of finding the nearest point in a polyhedral cone C={xaR (n) :D xa parts per thousand currency sign0} to a given point baR (n) , where DaR (mxn) . This problem can be formulated as a convex quadratic programming problem with special structure. We study the structure of this problem and its relationship with the nearest point problem in a pos cone through the concept of polar cones. We then use this relationship to design an efficient algorithm for solving the problem, and carry out computational experiments to evaluate its effectiveness. Our computational results show that our proposed algorithm is more efficient than other existing algorithms for solving this problem.

• 出版日期2011-7