A big-M type method for the computation of projections onto polyhedrons (Q801817)

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A big-M type method for the computation of projections onto polyhedrons
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    A big-M type method for the computation of projections onto polyhedrons (English)
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    1985
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    In a previous work [ibid. 43, 495-525 (1984; Zbl 0518.65044)], we examined some active constraints methods for the computation of the projection of a point onto a polyhedron when a feasible point is known. In this paper, we assume that such a point is not known and examine a method similar to the big-M method developed for the solution of linear programming problems. Special attention is given to the study of computing error propagation.
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    active constraints methods
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    big-M method
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    error propagation
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    projection onto polyhedra
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    active set methods
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    orthogonal factorization
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