How to project onto the monotone nonnegative cone using Pool Adjacent Violators type algorithms
Statistics Theory
2012-01-23 v2 Optimization and Control
Statistics Theory
Abstract
The metric projection onto an order nonnegative cone from the metric projection onto the corresponding order cone is derived. Particularly, we can use Pool Adjacent Violators-type algorithms developed for projecting onto the monotone cone for projecting onto the monotone nonnegative cone too.
Keywords
Cite
@article{arxiv.1201.2343,
title = {How to project onto the monotone nonnegative cone using Pool Adjacent Violators type algorithms},
author = {A. B. Németh and S. Z. Németh},
journal= {arXiv preprint arXiv:1201.2343},
year = {2012}
}