Abstract
We diseuss eonditions for the equivalcnce of a linear eomplementary problem (Lep) with a positive semidefinite (PSD) symmetrie matrix to a nearest point prohlem over a Pos cone. VVe then elevelop an algorithm for this nearf'st point problem, anel report on its eomputational performance.
| Original language | English |
|---|---|
| Title of host publication | Recent Developments in Mathematical Programming |
| Publisher | CRC Press |
| Pages | 199-212 |
| Number of pages | 14 |
| ISBN (Electronic) | 9781000657623 |
| ISBN (Print) | 9781138413184 |
| DOIs | |
| State | Published - 1 Jan 2022 |
Bibliographical note
Publisher Copyright:© 1991 by Taylor & Francis Group, LLC.
Keywords
- Linear complementary problem
- Nearest point problem. convex polyJ1f'dral eones
- Pos eones
ASJC Scopus subject areas
- General Mathematics