Enhanced basic procedures for the projection and rescaling algorithm

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Abstract

Using an efficient algorithmic implementation of Caratheodory’s theorem, we propose three enhanced versions of the projection and rescaling algorithm’s basic procedures. Each of these enhanced procedures improves upon the order of complexity of its analogue in Peña and Soheili (Math Program 166(1):87–111, 2017) when the dimension of the subspace is sufficiently smaller than the dimension of its ambient space.

Original languageEnglish
Pages (from-to)1259-1267
Number of pages9
JournalOptimization Letters
Volume13
Issue number6
DOIs
StatePublished - Sep 1 2019

Keywords

  • Basic procedure
  • Linear feasibility
  • Perceptron
  • Projection and rescaling
  • von Neumann

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