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This paper concerns with efficient projection onto the ordered weighted ℓ1 norm ball, which is equivalent to the problem of finding projector onto the intersection of the monotone nonnegative cone and an affine subspace. Based on Lagrangian relaxation and secant approximation method, we propose an easily implementable yet efficient algorithm to solve the projection problem which is proved to terminate after a finite number of iterations. Furthermore, we design efficient implementations for our algorithm and compare it with a semismooth Newton (Ssn) algorithm and a root-finding (Root-F) algorithm. Numerical results on a diversity of test problems show that our algorithm is superior than Ssn and Root-F. © 2022, Operations Research Society of China, Periodicals Agency of Shanghai University, Science Press, and Springer-Verlag GmbH Germany, part of Springer Nature.
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Journal of the Operations Research Society of China
ISSN: 2194-668X
Year: 2023
Issue: 4
Volume: 11
Page: 925-940
0 . 9
JCR@2023
0 . 9 0 0
JCR@2023
JCR Journal Grade:4
CAS Journal Grade:4
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ESI Highly Cited Papers on the List: 0 Unfold All
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30 Days PV: 0
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