Strong semismoothness of projection onto slices of second-order cone (Q650214)

The second order cone is \(\Lambda _{+}^{n}:=\{x\in \mathbb{R}^{n}:x_{1}\geq \sqrt{x_{1}^{2}+...+x_{n}^{2}}\}\). Let \(A\) be an \(m\times n\) matrix and \(b\in \mathbb{R}^{m}\). The main result establishes that the Euclidean projection mapping onto \(\mathcal{S}:=\{x\in \Lambda _{+}^{n}:Ax=b\}\) is directionally differentiable everywhere and strongly semismooth on \(\mathbb{R}^{n}\), and provides formulas for its directional derivatives and its Clarke's generalized Jacobians.