The best approximation tuple: an extension of the Cheney-Goldstein algorithm and results to the multiple sets case

In this paper we extend the algorithm and several results published in the celebrated 1959 paper of Cheney and Goldstein about the best approximation pair (BAP) problem in two separate directions. One is the consideration of more than two sets. The other is the ability to handle each set as an intersections of a finite … Read more

Orthogonal projection algorithm for projecting onto a fnitely generated cone

In this paper, an algorithm is proposed to find the nearest point of a convex cone to a given vector, which is composed of a series of orthogonal projections. Some properties of this algorithm, including the reasonability of implementation, the global convergence property and the finite termination, etc., are obtained. The proposed algorithm is more … Read more

Solving large scale problems over the doubly nonnegative cone

The recent approach of solving large scale semidefinite programs with a first order method by minimizing an augmented primal-dual function is extended to doubly nonnegative programs. Regularity of the augmented primal-dual function is established under the condition of uniqueness and strict complementarity. The application to the doubly nonnegative cone is motivated by the fact that … Read more