Rapid heuristic projection on simplicial cones

Details Rapid heuristic projection on simplicial cones Rapid heuristic projection on simplicial cones

2010-01-12

arxiv.org/abs/1001.1928v2

Mathematics

Optimization and Control

Affiliations of the authors have been added. In reference [2] "dykstra's" have been changed to "Dykstra's"

Scientific paper

A very fast heuristic iterative method of projection on simplicial cones is presented. It consists in solving two linear systems at each step of the iteration. The extensive experiments indicate that the method furnishes the exact solution in more then 99.7 percent of the cases. The average number of steps is 5.67 (we have not found any examples which required more than 13 steps) and the relative number of steps with respect to the dimension decreases dramatically. Roughly speaking, for high enough dimensions the absolute number of steps is independent of the dimension.

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