A critical index algorithm for nearest point problems on simplicial cones

@article{Murty1982ACI,
  title={A critical index algorithm for nearest point problems on simplicial cones},
  author={Katta G. Murty and Yahya Fathi},
  journal={Mathematical Programming},
  year={1982},
  volume={23},
  pages={206-215}
}
We consider the linear complementarity problem (q, M) in whichM is a positive definite symmetric matrix of ordern. This problem is equivalent to a nearest point problem [Γ; b] in whichΓ = {A.1,⋯, A.n} is a basis for Rn,b is a given point in Rn; and it is required to find the nearest point in the simplicial cone Pos(Γ) tob. We develop an algorithm for solving the linear complementarity problem (q, M) or the equivalent nearest point problem [Γ; b]. Computational experience in comparison with an… CONTINUE READING

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