Polynomial algorithms for projecting a point onto a region defined by a linearconstraint and box constraints inℝn

[摘要] We consider the problem of projecting a point onto a regiondefined by a linear equality or inequality constraint andtwo-sided bounds on the variables. Such problems are interestingbecause they arise in various practical problems and assubproblems of gradient-type methods for constrained optimization.Polynomial algorithms are proposed for solving these problems andtheir convergence is proved. Some examples and results ofnumerical experiments are presented.

[学科分类] 应用数学