- Series
- Applied and Computational Mathematics Seminar
- Time
- Monday, September 14, 2015 - 2:00pm for 1 hour (actually 50 minutes)
- Location
- Skiles 005
- Speaker
- Associate Professor Hongchao Zhang – Department of Mathematics and Center for Computational & Technology (CCT) at Louisiana State University – hozhang@math.lsu.edu – https://www.math.lsu.edu/~hozhang/
- Organizer
- Maryam Yashtini
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.