/ProjHB.jl

Wrapper for code to projecto onto the intersection of a box and a hyperplane

Primary LanguageJuliaMIT LicenseMIT

ProjHB.jl

Build Status

This is a Julia help you to project onto the intersection of a box and a hyperplane (also known as the continuous knapsack problem). It wraps the code described in our paper in Mathematical Programming Computation:

@article{CMS2014,
    author = {Roberto Cominetti, Walter F. Mascarenhas, and Paulo J. S. Silva},
    title = {A Newton's method for the continuous quadratic knapsack problem},
    journal = {Mathematical Programming Computation},
    volume = {6},
    pages = {151--169},
    year = {2014},
    doi = {10.1007/s12532-014-0066-y},
}

If you find this work useful in your research, please cite the paper.