Rapid heuristic projection on simplicial cones


A very fast heuristic iterative method of projection on simplicial cones is presented. It consists in solving two linear systems at each step of the iteration. The extensive experiments indicate that the method furnishes the exact solution in more then 99.7 percent of the cases. The average number of steps is 5.67 (we have not found any examples which required more than 13 steps) and the relative number of steps with respect to the dimension decreases dramatically. Roughly speaking, for high enough dimensions the absolute number of steps is independent of the dimension.

Divisions: ?? 50811700Jl ??
Additional Information: © 2010 The Authors
Uncontrolled Keywords: math.OC
Last Modified: 23 May 2024 07:33
Date Deposited: 24 Apr 2012 11:23
Full Text Link:
Related URLs: https://arxiv.o ... g/abs/1001.1928 (Publisher URL)
PURE Output Type: Working paper
Published Date: 2010-01-12
Authors: Ekárt, A. (ORCID Profile 0000-0001-6967-5397)
Nemeth, A.
Nemeth, S.



Version: Published Version

Export / Share Citation


Additional statistics for this record