Strong semismoothness of projection onto slices of second-order cone
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Publication:650214
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.
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Cites work
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- A finite algorithm for finding the projection of a point onto the canonical simplex of \({\mathbb R}^ n\)
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Cited in
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- The vector-valued functions associated with circular cones
- How to project onto extended second order cones
- On the semismoothness of projection mappings and maximum eigenvalue functions
- Clarke generalized Jacobian of the projection onto symmetric cones
- Differential properties of Euclidean projection onto power cone
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