Fast algorithms for projection on an ellipsoid

doi:10.1137/040613305

	Fast algorithms for projection on an ellipsoid
	Dai, YH
	2006
发表期刊	SIAM JOURNAL ON OPTIMIZATION
ISSN	1052-6234
卷号	16 期号:4 页码:986-1006
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.
关键词	projection ellipsoid large-scale hybrid algorithm linear convergence
DOI	10.1137/040613305
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000237146200003
出版者	SIAM PUBLICATIONS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/3504
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.