S. Z. Németh
How to project onto the monotone nonnegative cone using Pool Adjacent Violators type algorithms.
Thu, 01/12/2012 - 15:01 — SomNambulAuthors: A. B. Németh, S. Z. Németh
Subjects: Statistics
AbstractThe metric projection onto an order nonnegative cone from the metric
projection onto the corresponding order cone is derived. Particularly, we can
use Pool Adjacent Violators-type algorithms developed for projecting onto the
monotone cone for projecting onto the monotone nonnegative cone too.Rapid heuristic projection on simplicial cones.
Wed, 01/13/2010 - 16:01 — SomNambulAuthors: A. Ekárt, A. B. Németh, S. Z. Németh
Subjects: Optimization and Control
AbstractA 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.
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