Polynomial algorithms for projecting a point onto a region defined by a linear constraint and box constraints in \(\mathbb{R}^n\). (English) Zbl 1083.90041

Stefanov, Stefan M.

J. Appl. Math. 2004, No. 5, 409-431 (2004).

Summary: 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.

MSC:

90C30	Nonlinear programming
90C20	Quadratic programming
90C25	Convex programming