An Exact Algorithm for Projection onto a Polyhedral Cone

Projection is an operation widely used in restricted statistical inferences. A polyhedral cone restriction includes many interesting problems in linear regression, order restricted inferences etc. This paper proposes an exact algorithm for the projection of a vector onto a polyhedral cone, and prese...

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Bibliographic Details
Published inAustralian & New Zealand journal of statistics Vol. 40; no. 2; pp. 165 - 170
Main Author Hu, Xiaomi
Format Journal Article
LanguageEnglish
Published Oxford, UK and Boston, USA Blackwell Publishers Ltd 01.06.1998
Subjects
algorithm
order restriction
polyhedral cone
projection
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Summary:Projection is an operation widely used in restricted statistical inferences. A polyhedral cone restriction includes many interesting problems in linear regression, order restricted inferences etc. This paper proposes an exact algorithm for the projection of a vector onto a polyhedral cone, and presents an application to second order polynomial regression subject to a non‐negative, isotonic restriction.
Bibliography:istex:9FE25335739EC685DD2B31796E18CFFE93E4336A
ark:/67375/WNG-RKCWW77C-8
ArticleID:ANZS018
ISSN:1369-1473
1467-842X
DOI:10.1111/1467-842X.00018