orthogonal projection

Orthogonal projection algorithm for projecting onto a fnitely generated cone

  • Chengjin Li
  • Shenggui Zhang
    • Categories Convex Optimization Tags , ,

    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

  • Thomas Davi
  • Florian Jarre
    • Categories Semi-definite Programming Tags , , , ,

    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