Enhanced Basic Procedures for the Projection and Rescaling Algorithm

David Gutman

doi:10.1007/s11590-019-01390-4

Enhanced Basic Procedures for the Projection and Rescaling Algorithm

David Gutman

Industrial Engineering

Research output: Contribution to journal › Article › peer-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 language	English
Pages (from-to)	1259–1267
Journal	Optimization Letters
DOIs	https://doi.org/10.1007/s11590-019-01390-4
State	Published - Jan 24 2019

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