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 |
| DOI | 10.1137/040613305 |
| 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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