How to project onto the monotone nonnegative cone using Pool Adjacent Violators type algorithms

A. B. Németh; S. Z. Németh

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arXiv · 1201.2343

How to project onto the monotone nonnegative cone using Pool Adjacent Violators type algorithms

A. B. Németh·S. Z. Németh

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Abstract

The metric projection onto an order nonnegative cone from the metric projection onto the corresponding order cone is derived. Particularly, we can use Pool Adjacent Violators-type algorithms developed for projecting onto the monotone cone for projecting onto the monotone nonnegative cone too.

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A. B. Németh, S. Z. Németh. 2012-01-20. How to project onto the monotone nonnegative cone using Pool Adjacent Violators type algorithms. https://arxiv.org/abs/1201.2343

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