Enhanced Basic Procedures for the Projection and Rescaling Algorithm

Research output: Contribution to journalArticlepeer-review

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
JournalOptimization Letters
DOIs
StatePublished - Jan 24 2019

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