中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
Fast algorithms for projection on an ellipsoid

文献类型:期刊论文

作者Dai, YH
刊名SIAM JOURNAL ON OPTIMIZATION
出版日期2006
卷号16期号:4页码:986-1006
关键词projection ellipsoid large-scale hybrid algorithm linear convergence
ISSN号1052-6234
DOI10.1137/040613305
英文摘要Several fast algorithms are proposed for the problem of projecting a point onto a general ellipsoid. To avoid the direct estimation of the spectral radius in the Lin - Han algorithm, we provide the maximal 2-dimensional inside ball algorithm and the sequential 2-dimensional projection algorithm. However, we find that the solution procedure of the former algorithm may tend to generate some 2-dimensional reduced ellipsoids, and the latter algorithm may produce zigzags. Therefore we investigate the hybrid use of the two algorithms. Our numerical experiments show that all the algorithms, even the hybrid algorithms, are suitable for large-scale problems and much faster than the Lin - Han algorithm. Linear convergence of the algorithms is established. Possible extensions of the algorithms are also discussed.
语种英语
WOS记录号WOS:000237146200003
出版者SIAM PUBLICATIONS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/3503]  
专题计算数学与科学工程计算研究所
通讯作者Dai, YH
作者单位1.Univ Dundee, Dept Math, Dundee DD1 4HN, Scotland
2.Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LSEC, Beijing 100080, Peoples R China
推荐引用方式
GB/T 7714
Dai, YH. Fast algorithms for projection on an ellipsoid[J]. SIAM JOURNAL ON OPTIMIZATION,2006,16(4):986-1006.
APA Dai, YH.(2006).Fast algorithms for projection on an ellipsoid.SIAM JOURNAL ON OPTIMIZATION,16(4),986-1006.
MLA Dai, YH."Fast algorithms for projection on an ellipsoid".SIAM JOURNAL ON OPTIMIZATION 16.4(2006):986-1006.

入库方式: OAI收割

来源:数学与系统科学研究院

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