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How to project onto an isotone projection cone

✍ Scribed by A.B. Németh; S.Z. Németh


Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
176 KB
Volume
433
Category
Article
ISSN
0024-3795

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✦ Synopsis


The solution of the complementarity problem defined by a mapping f : R n → R n and a cone K ⊂ R n consists of finding the fixed points of the operator P K • (If), where P K is the projection onto the cone K and I stands for the identity mapping. For the class of isotone projection cones (cones admitting projections isotone with respect to the order relation they generate) and f satisfying certain monotonicity properties, the solution can be obtained by iterative processes (see G. Isac, A.B. N émeth, Projection methods, isotone projection cones, and the complementarity problem, J. Math. Anal. Appl. 153(1) (1990) 258-275 and S.Z. N émeth, Iterative methods for nonlinear complementarity problems on isotone projection cones, J. Math. Anal. Appl. 350(1) (2009) 340-347). These algorithms require computing at each step the projection onto the cone K. In general, computing the projection mapping onto a cone K is a difficult and computationally expensive problem. In this note it is shown that the projection of an arbitrary point onto an isotone projection cone in R n can be obtained by projecting recursively at most n -1 times into subspaces of decreasing dimension. This emphasizes the efficiency of the algorithms mentioned above and furnishes a handy tool for some problems involving special isotone projection cones, as for example the non-negative monotone cones occurring in reconstruction problems (see e.g. Section 5.13 in J. Dattorro, Convex Optimization and Euclidean Distance Geometry, Meboo, 2005, v2009.04.11).


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