Projection onto a polyhedron that exploits sparsity
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Publication:2817841
DOI10.1137/15M102825XzbMATH Open1346.90653MaRDI QIDQ2817841FDOQ2817841
Publication date: 2 September 2016
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Quadratic programming (90C20) Convex programming (90C25) Complexity and performance of numerical algorithms (65Y20) Large-scale problems in mathematical programming (90C06)
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Cited In (15)
- Variational analysis on the signed distance functions
- Subgradient regularized multivariate convex regression at scale
- An active set algorithm for nonlinear optimization with polyhedral constraints
- An active-set algorithmic framework for non-convex optimization problems over the simplex
- Algorithm 1035: a gradient-based implementation of the polyhedral active set algorithm
- Spectrally constrained optimization
- Proximal gradient/semismooth Newton methods for projection onto a polyhedron via the duality-gap-active-set strategy
- Optimally sparse representations of cartoon-like cylindrical data
- On the efficient computation of a generalized Jacobian of the projector over the Birkhoff polytope
- A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems
- Generalized uniformly optimal methods for nonlinear programming
- Minimization over the \(\ell_1\)-ball using an active-set non-monotone projected gradient
- On the stationarity for nonlinear optimization problems with polyhedral constraints
- Set-membership estimations for the evolution of infectious diseases in heterogeneous populations
- Inexact alternating direction methods of multipliers for separable convex optimization
Uses Software
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