How to project onto extended second order cones

Orizon Ferreira, Sandor Nemeth

Research output: Contribution to journalArticlepeer-review

4 Citations (Scopus)
109 Downloads (Pure)

Abstract

The extended second order cones were introduced by Németh and Zhang (J Optim Theory Appl 168(3):756–768, 2016) for solving mixed complementarity problems and variational inequalities on cylinders. Sznajder (J Glob Optim 66(3):585–593, 2016) determined the automorphism groups and the Lyapunov or bilinearity ranks of these cones. Németh and Zhang (Positive operators of extended Lorentz cones, 2016. arXiv:1608.07455v2) found both necessary conditions and sufficient conditions for a linear operator to be a positive operator of an extended second order cone. In this note we give formulas for projecting onto the extended second order cones. In the most general case the formula depends on a piecewise linear equation for one real variable which is solved by using numerical methods.
Original languageEnglish
JournalJournal of Global Optimization
Volume70
Issue number4
Early online date16 Nov 2017
DOIs
Publication statusPublished - Apr 2018

Keywords

  • Piecewise linear Newton method
  • Semi-smooth equation
  • Extended second order cone
  • Metric projection

Fingerprint

Dive into the research topics of 'How to project onto extended second order cones'. Together they form a unique fingerprint.

Cite this