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An Exact Algorithm for Projection onto a Polyhedral Cone

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Projection is an operation widely used in restricted statistical inferences. A polyhedral cone restriction includes many interesting problems in linear regression, order restricted inferences etc. This paper proposes an exact algorithm for the projection of a vector onto a polyhedral cone, and presents an application to second order polynomial regression subject to a non-negative, isotonic restriction.
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Keywords: algorithm; order restriction; polyhedral cone; projection

Document Type: Original Article

Affiliations: Wichita State University

Publication date: June 1, 1998

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