希尔伯特空间中多面体集投影的闭式表达式

Closed-Form Expressions for Projectors onto Polyhedral Sets in Hilbert Spaces

SIAM Journal on Optimization · 2017
被引 14
ABS 3

中文导读

给出了有限个半空间交集(多面体集)上投影算子的闭式公式,通过求解凸优化问题的显式最优性条件得到,并讨论了向巴拿赫空间的推广。

Abstract

We provide formulas for projectors onto a polyhedral set, i.e., the intersection of a finite number of half-spaces. To this aim we formulate the problem of finding the projection as a convex optimization problem and we solve explicitly sufficient and necessary optimality conditions. This approach has already been successfully applied in deriving formulas for projection onto the intersection of two half-spaces. We also discuss possible generalizations to Banach spaces.

数学凸优化希尔伯特空间投影算法