An active index algorithm for the nearest point problem in a polyhedral cone |
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Authors: | Zhe Liu Yahya Fathi |
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Institution: | (1) Graduate Program in Operations Research, North Carolina State University, Raleigh, NC 27695, USA;(2) Edward P. Fitts Department of Industrial and Systems Engineering, North Carolina State University, Raleigh, NC 27695, USA |
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Abstract: | We consider the problem of finding the nearest point in a polyhedral cone C={x∈R
n
:D
x≤0} to a given point b∈R
n
, where D∈R
m×n
. This problem can be formulated as a convex quadratic programming problem with special structure. We study the structure
of this problem and its relationship with the nearest point problem in a pos cone through the concept of polar cones. We then
use this relationship to design an efficient algorithm for solving the problem, and carry out computational experiments to
evaluate its effectiveness. Our computational results show that our proposed algorithm is more efficient than other existing
algorithms for solving this problem. |
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Keywords: | |
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