Projection on a Polyhedron

Applied and Computational Mathematics Seminar
Monday, September 14, 2015 - 14:00
1 hour (actually 50 minutes)
Skiles 005
Department of Mathematics and Center for Computational & Technology (CCT) at Louisiana State University
In this talk, we discuss a very efficient algorithm for projecting a point onto a polyhedron. This algorithm solves the projeciton problem through its dual and fully exploits the sparsity. The SpaRSA (Sparse Reconstruction by Separable Approximation) is used to approximately identify active constraints in the polyhedron, and the Dual Active Set Algorithm (DASA) is used to compute a high precision solution. Some interesting convergence properties and very promising numerical results compared with the state-of-the-art software IPOPT and CPLEX will be discussed in this talk.