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How to project onto extended second order cones
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    How to project onto extended second order cones (English)
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    25 May 2018
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    The authors consider (extended) second-order cones which, e.g., appear when solving mixed complementarity problems or variational inequalities. In order to use them in the framework of second-order cone optimization, a corresponding projection mapping on them is needed. In this note, the authors present some formulas for the projection on extended second-order cones.
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    semi-smooth equation
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    extended second-order cone
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    metric projection
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    piecewise linear Newton method
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