2023/09/29 by Welington de Oliveira, de Oliveira, Welington, Valentina Sessa +3
Mathematics · Computer Science · #Advanced Optimization Algorithms Research #Optimization and Variational Analysis #Mathematical and Theoretical Analysis
paper · pdf · doi:10.48550/arxiv.2310.00081
This paper addresses the numerical computation of critical angles between two convex cones in finite-dimensional Euclidean spaces. We present a novel approach to computing these critical angles by reducing the problem to finding stationary points of a fractional programming problem. To efficiently compute these stationary points, we introduce a partial linearization-like algorithm that offers significant computational advantages. Solving a sequence of strictly convex subproblems with straightforward solutions in several settings gives the proposed algorithm high computational efficiency while delivering reliable results: our theoretical analysis demonstrates that the proposed algorithm asymptotically computes critical angles. Numerical experiments validate the efficiency of our approach, even when dealing with problems of relatively large dimensions: only a few seconds are necessary to compute critical angles between different types of cones in spaces of dimension 1000.