Exterior point algorithms for nearest points and convex quadratic programs
نویسندگان
چکیده
منابع مشابه
Exterior point algorithms for nearest points and convex quadratic programs
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 f...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 1992
ISSN: 0025-5610,1436-4646
DOI: 10.1007/bf01581078