A Newton based radius reduction algorithm for nearest point problems in Pos cones

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Article ID:	iaor19982456
Country:	United States
Volume:	6
Issue:	3
Start Page Number:	292
End Page Number:	299
Publication Date:	Jun 1994
Journal:	ORSA Journal On Computing
Authors:	Al-Sultan Khaled S.
Keywords:	optimization

Abstract:

We develop an interior point algorithm for finding the nearest point in Pos cones to a given point in Rⁿ. The algorithm is based on constructing a sequence of spheres of reduced radii that intersect the cone until a sphere that just touches the cone is found in which case the problem is solved. Implementation of the algorithm and some preliminary computational experience are presented.

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