How to project onto extended second order cones
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Publication:1753127
DOI10.1007/s10898-017-0587-9zbMath1407.90319arXiv1610.08887OpenAlexW2962768795MaRDI QIDQ1753127
Orizon P. Ferreira, Sándor Zoltan Németh
Publication date: 25 May 2018
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.08887
Semidefinite programming (90C22) Numerical optimization and variational techniques (65K10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items (7)
Isotonicity of proximity operators in general quasi-lattices and optimization problems ⋮ Isotonicity of the proximity operator and stochastic optimization problems in Hilbert quasi-lattices endowed with Lorentz cones ⋮ Positive operators on extended second order cones ⋮ Reducing the projection onto the monotone extended second-order cone to the pool-adjacent-violators algorithm of isotonic regression ⋮ Linear complementarity problems on extended second order cones ⋮ Primal interior-point decomposition algorithms for two-stage stochastic extended second-order cone programming ⋮ Isotonicity of the metric projection with respect to the mutually dual orders and complementarity problems
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