Abstract
Some active-set methods are studied for the computation of the projection of a point onto a polyhedron. Special attention is given to the study of the propagation of computation errors. Error bounds for the solution due to the propagation of the data perturbations (inherent errors) are given. Then, an extensive numerical experimentation on test problems is performed. Finally, the errors of the computed solutions are compared with the inherent errors.
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Communicated by I. Galligani
This research was partially supported by the Progetto Finalizzato Informatica (Sottoprogetto P1, Sofmat), CNR, Rome, Italy.
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Arioli, M., Laratta, A. & Menchi, O. Numerical computation of the projection of a point onto a polyhedron. J Optim Theory Appl 43, 495–525 (1984). https://doi.org/10.1007/BF00935003
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DOI: https://doi.org/10.1007/BF00935003