Enhanced basic procedures for the projection and rescaling algorithm
Optimization Letters, 2019
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.
Recommended citation: Gutman, D. H. (2019). Enhanced basic procedures for the projection and rescaling algorithm. Optimization Letters, 13(6), 1259-1267.