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: Preprint or Working paper › 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

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math.OC

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Rapid heuristic projection on simplicial cones
© 2010 The Authors
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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 -

Rapid heuristic projection on simplicial cones

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