An Algorithm for Least Squares Projections Onto the Intersection of Shifted, Convex Cones.

Abstract

A commonly occurring problem is that of minimizing least squares expressions subject to restrictions on the solution. Dykstra has given a simple algorithm for solving these types of problems when the constraint region can be expressed as a finite intersection of closed, convex cones. Here it is shown that this algorithm must still work correctly even when each cone is allowed to be arbitrarily translated (as long as the intersection is non-empty). This allows the algorithm to be applied to a much larger collection of problems than previously indicated. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1984
Accession Number
ADA145428

Entities

People

  • R. L. Dykstra

Organizations

  • University of Iowa

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Algebra
  • Algorithms
  • Classification
  • Contracts
  • Convex Sets
  • Heuristic Methods
  • Mathematical Analysis
  • Military Research
  • Notation
  • Numbers
  • Optimization
  • Quadratic Programming
  • Real Numbers
  • Set Theory
  • Statistics
  • Theorems

Fields of Study

  • Mathematics

Readers

  • Applied Combinatorial Optimization and Logic Circuit Design.
  • Graph Algorithms and Convex Optimization.