Rapid heuristic projection on simplicial cones - Mathematics > Optimization and ControlReport as inadecuate




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Abstract: A very fast heuristic iterative method of projection on simplicial cones ispresented. It consists in solving two linear systems at each step of theiteration. The extensive experiments indicate that the method furnishes theexact solution in more then 99.7 percent of the cases. The average number ofsteps is 5.67 we have not found any examples which required more than 13steps and the relative number of steps with respect to the dimension decreasesdramatically. Roughly speaking, for high enough dimensions the absolute numberof steps is independent of the dimension.



Author: A. Ekárt, A. B. Németh, S. Z. Németh

Source: https://arxiv.org/



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