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This paper focuses on efficient projection onto the intersection of a half-space and a box-like set and its generalized Jacobian. Based on the Lagrangian duality theory, we deal with the projection problem via a semismooth Newton algorithm with line search safeguard, which admits global and locally quadratic convergence, to solve a univariate semismooth equation. Numerical experiments show that our proposed algorithm outperforms favourably the existing state-of-the-art standard solvers and is able to reliably solve very large-scale projection problems. Besides, we derive an explicit expression of a generalized Jacobian of the studied projection, which is an essential component of second-order nonsmooth methods.
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OPTIMIZATION
ISSN: 0233-1934
Year: 2021
Issue: 4
Volume: 71
Page: 1073-1096
2 . 4 5 6
JCR@2021
1 . 6 0 0
JCR@2023
ESI Discipline: MATHEMATICS;
ESI HC Threshold:36
JCR Journal Grade:1
CAS Journal Grade:3
Cited Count:
WoS CC Cited Count: 10
SCOPUS Cited Count: 1
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 1