How to project onto the monotone nonnegative cone using Pool Adjacent Violators type algorithms

Details How to project onto the monotone nonnegative cone using Pool Adjacent Violators type algorithms How to project onto the monotone nonnegative cone using Pool Adjacent Violators type algorithms

2012-01-11

arxiv.org/abs/1201.2343v2

Mathematics

Statistics Theory

Scientific paper

The 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.

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