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Louisana State University
Abstract:
In this talk, we discuss a very efficient algorithm for projecting a point onto a polyhedron. This algorithm solves the projeciton problem through its dual and fully exploits the sparsity. The SpaRSA (Sparse Reconstruction by Separable Approximation) is used to approximately identify active constraints in the polyhedron, and the Dual Active Set Algorithm (DASA) is used to compute a high precision solution. Some interesting convergence properties and very promising numerical results compared with the state-of-the-art software IPOPT and CPLEX will be discussed in this talk.
Tuesday, April 14, 2015
11:00AM AP&M 2402
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Directors:
Randolph E. Bank
Philip E. Gill
Michael Holst
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Randolph E. Bank
Philip E. Gill
Michael Holst
Administrative Contact:
[ Click to Send Email ]
A Fast Algorithm for Polyhedral Projection
Hongchao ZhangLouisana State University
Abstract:
In this talk, we discuss a very efficient algorithm for projecting a point onto a polyhedron. This algorithm solves the projeciton problem through its dual and fully exploits the sparsity. The SpaRSA (Sparse Reconstruction by Separable Approximation) is used to approximately identify active constraints in the polyhedron, and the Dual Active Set Algorithm (DASA) is used to compute a high precision solution. Some interesting convergence properties and very promising numerical results compared with the state-of-the-art software IPOPT and CPLEX will be discussed in this talk.
Tuesday, April 14, 2015
11:00AM AP&M 2402