Nonsmooth penalty and subgradient algorithms to solve the problem of projection onto a polytope

Authors:
P. I. Stetsyuk;E. A. Nurminski
Affiliations:
V. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine;Institute for Automation and Control Processes, Far Eastern Branch of Russian Academy of Sciences, Vladivostok, Russia
Venue:
Cybernetics and Systems Analysis
Year:
2010

Citing 2
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Minimization methods for non-differentiable functions

Minimization methods for non-differentiable functions
On Projection Algorithms for Solving Convex Feasibility Problems

SIAM Review

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Abstract

The least distance problem is considered for a convex hull of a finite family of vectors in a finite-dimensional Euclidian space. It is reduced to an equivalent nonsmooth optimization problem with a directly estimated penalty parameter for which subgradient algorithms with space dilation are proposed.