PUMA
Istituto di Scienza e Tecnologie dell'Informazione     
Arioli M., Laratta A., Menchi O. A big-M type method for the computation of projections onto polyhedrons. In: Journal of Optimization Theory and Applications, vol. 47 pp. 17 - 34. Plenum Publishing Corporation, 1985.
 
 
Abstract
(English)
In a previous work (Ref. 1), we examined some active set methods for the computation of the projection of a point onto a polyhedron when a feasible point is known. In this paper, we assume that such a point is not known and examine a method similar to the big-M method developed for the solution of linear programming problems. Special attention is given to the study of computing error propagation.
Subject Projection onto polyhedrons
Active set methods
Orthogonal factorization
Quadratic programming



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