Invention Grant
- Patent Title: Method for constraint optimization under box constraints
- Patent Title (中): 方框约束下的约束优化方法
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Application No.: US12853886Application Date: 2010-08-10
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Publication No.: US08407171B2Publication Date: 2013-03-26
- Inventor: Mithun Das Gupta , Jing Xiao , Sanjeev Kumar
- Applicant: Mithun Das Gupta , Jing Xiao , Sanjeev Kumar
- Applicant Address: JP Tokyo
- Assignee: Seiko Epson Corporation
- Current Assignee: Seiko Epson Corporation
- Current Assignee Address: JP Tokyo
- Main IPC: G06F17/00
- IPC: G06F17/00

Abstract:
Similarities between simplex projection with upper bounds and L1 projection are explored. Criteria for a-priori determination of sequence in which various constraints become active are derived, and this sequence is used to develop efficient algorithms for projecting a vector onto the L1-ball while observing box constraints. Three projection methods are presented. The first projection method performs exact projection in O(n2) worst case complexity, where n is the space dimension. Using a novel criteria for ordering constraints, the second projection method has a worst case complexity of O(n log n). The third projection method is a worst case linear time algorithm having O(n) complexity. The upper bounds defined for the projected entries guide the L1-ball projection to more meaningful predictions.
Public/Granted literature
- US20110191400A1 L1 Projections with Box Constraints Public/Granted day:2011-08-04
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