Practical Projection with Applications

Abstract: Projection of a point on a given set is a very common computational operation in an endless number of algorithms and applications. However, with exception of simplest sets it by itself is a nontrivial operation which is often complicated by large dimension, computational degeneracy, nonuniqueness (even for orthogonal projection on convex sets in certain situations), and so on. This talk aims to present some practical solutions, i.e. finite algorithms, for projection on polyhedral sets, among those: simplex, polytopes, polyhedron, finite-generated cones with a certain discussion of “nonlinearities”, decomposition and parallel computations. We also consider the application of projection operation in linear optimization and epi-projection algorithm for convex optimization.

optimization and control

Audience: researchers in the topic

Variational Analysis and Optimisation Webinar

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