Rapid heuristic projection on simplicial cones

A. Ekárt; A. Nemeth; S. Nemeth

Rapid heuristic projection on simplicial cones

A. Ekárt, A. Nemeth, S. Nemeth

Research output: Working paper

Abstract

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.

Original language	English
Publication status	Published - 12 Jan 2010

Bibliographical note

Keywords

math.OC

Access to Document

Rapid heuristic projection on simplicial cones
© 2010 The Authors
Final published version, 364 KB

https://arxiv.org/abs/1001.1928

Fingerprint Dive into the research topics of 'Rapid heuristic projection on simplicial cones'. Together they form a unique fingerprint.

Cite this

Ekárt, A., Nemeth, A., & Nemeth, S. (2010). Rapid heuristic projection on simplicial cones.

@techreport{d94ad1ce4357461cbb8def0d90308a95,

title = "Rapid heuristic projection on simplicial cones",

abstract = "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.",

keywords = "math.OC",

author = "A. Ek{\'a}rt and A. Nemeth and S. Nemeth",

note = "{\textcopyright} 2010 The Authors",

year = "2010",

month = jan,

day = "12",

language = "English",

type = "WorkingPaper",

}

TY - UNPB

T1 - Rapid heuristic projection on simplicial cones

AU - Ekárt, A.

AU - Nemeth, A.

AU - Nemeth, S.

PY - 2010/1/12

Y1 - 2010/1/12

N2 - 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.

AB - 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.

KW - math.OC

UR - https://arxiv.org/abs/1001.1928

M3 - Working paper

BT - Rapid heuristic projection on simplicial cones

ER -