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arXiv · 1404.2427

Projection onto simplicial cones by a semi-smooth Newton method

O. P. Ferreira·S. Z. Németh
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Abstract

By using Moreau's decomposition theorem for projecting onto cones, the problem of projecting onto a simplicial cone is reduced to finding the unique solution of a nonsmooth system of equations. It is shown that a semi-smooth Newton method applied to the system of equations associated to the problem of projecting onto a simplicial cone is always well defined, and the generated sequence is bounded for any starting point and under a somewhat restrictive assumption it is finite. Besides, under a mild assumption on the simplicial cone, the generated sequence converges linearly to the solution of the associated system of equations.

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O. P. Ferreira, S. Z. Németh. 2014-04-09. Projection onto simplicial cones by a semi-smooth Newton method. https://arxiv.org/abs/1404.2427

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