Skip to main content
Log in

The nearest point problem in a polyhedral set and its extensions

  • Published:
Computational Optimization and Applications Aims and scope Submit manuscript

Abstract

In this paper we investigate the relationship between the nearest point problem in a polyhedral cone and the nearest point problem in a polyhedral set, and use this relationship to devise an effective method for solving the latter using an existing algorithm for the former. We then show that this approach can be employed to minimize any strictly convex quadratic function over a polyhedral set. Through a computational experiment we evaluate the effectiveness of this approach and show that for a collection of randomly generated instances this approach is more effective than other existing methods for solving these problems.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Anstreicher, K.M., Hertog, D.D., Ross, C., Terlaky, T.: A long-step barrier method for convex quadratic programming. Algorithmica 10, 365–382 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  2. Das, I.: An active set quadratic programming algorithm for real-time model predictive control. Optim. Methods Softw. 21(5), 833–849 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  3. Fang, S.C.: An iterative method for generalized complementarity problems. IEEE Trans. Autom. Control 25, 1225–1227 (1980)

    Article  MATH  Google Scholar 

  4. Goldfarb, D., Idnani, A.: A numerically stable dual method for solving strictly convex quadratic programs. Math. Program. 27, 1–33 (1983)

    Article  MathSciNet  MATH  Google Scholar 

  5. Goldfarb, D., Liu, S.: An O(n 3 L) primal interior point algorithm for convex quadratic programming. Math. Program. 49, 325–340 (1990)

    Article  MathSciNet  Google Scholar 

  6. Han, S.P.: A successive projection method. Math. Program. 40, 1–14 (1988)

    Article  MATH  Google Scholar 

  7. ILOG CPLEX 11.0, User’s Manual. ILOG S.A. and ILOG Inc. (2007)

  8. Kostina, E., Kostyukova, O.: A primal-dual active-set method for convex quadratic programming. http://www.iwr.uni-heidelberg.de/organization/sfb359/PP/Preprint2003-05.pdf

  9. Lemke, C.E.: Bimatrix equilibrium points and mathematical programming. Manag. Sci. 11, 681–689 (1965)

    Article  MathSciNet  MATH  Google Scholar 

  10. Lenard, M.L., Minkoff, M.: Randomly generated test problems for positive definite quadratic programming. ACM Trans. Math. Softw. 10, 86–96 (1984)

    Article  MathSciNet  MATH  Google Scholar 

  11. Lindo API 6.0 User Manual. Lindo Systems, Inc. (2010)

  12. Monteiro, R.D.C., Adler, I.: Interior path following primal-dual algorithms, Part II: convex quadratic programming. Math. Program. 44, 43–66 (1989)

    Article  MathSciNet  MATH  Google Scholar 

  13. Murty, K.G., Fathi, Y.: A critical index algorithm for nearest point problems on simplicial cones. Math. Program. 23, 206–215 (1982)

    Article  MathSciNet  MATH  Google Scholar 

  14. Murty, K.G.: Linear Complementarity, Linear and Nonlinear Programming. Helderman, Berlin (1988). http://www-personal.engin.umich.edu/~murty/

    MATH  Google Scholar 

  15. Murty, K.G.: A new practically efficient interior point method for LP. Algorithmic Oper. Res. 1, 3–19 (2006)

    MathSciNet  MATH  Google Scholar 

  16. Quinlan, S.: Efficient distance computation between non-convex objects. In: Proceedings of International Conference on Robotics and Automation, pp. 3324–3329 (1994)

    Google Scholar 

  17. Ruggiero, V., Zanni, L.: A modified projection algorithm for large strictly convex quadratic programs. J. Optim. Theory Appl. 104, 281–299 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  18. Wilhelmsen, D.R.: A nearest point problem for convex polyhedral cones and applications to positive linear approximation. Math. Comput. 30, 48–57 (1976)

    MathSciNet  MATH  Google Scholar 

  19. Wolfe, P.: The simplex method for quadratic programming. Econometrica 27, 382–398 (1959)

    Article  MathSciNet  MATH  Google Scholar 

  20. Wolfe, P.: Finding the nearest point in a polytope. Math. Program. 11, 128–149 (1976)

    Article  MathSciNet  MATH  Google Scholar 

  21. Liu, Z., Fathi, Y.: An active index algorithm for the nearest point problem in a polyhedral cone. Comput. Optim. Appl. 49, 435–456 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  22. Liu, Z.: The nearest point problem in a polyhedra cone and its extensions. Ph.D. Dissertation, North Carolina State University, Raleigh, NC (2009)

Download references

Acknowledgements

This work is partially supported by the NSF grant DMI-0321635 which is gratefully acknowledged. We also would like to express our appreciation to the two anonymous referees for their constructive comments and helpful suggestions.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Zhe Liu.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Liu, Z., Fathi, Y. The nearest point problem in a polyhedral set and its extensions. Comput Optim Appl 53, 115–130 (2012). https://doi.org/10.1007/s10589-011-9448-5

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10589-011-9448-5

Keywords

Navigation