Isotonicity of the projection onto the monotone cone
Optimization and Control
2012-01-24 v1
Abstract
A wedge (i.e., a closed nonempty set in the Euclidean space stable under addition and multiplication with non-negative scalars) induces by a standard way a semi-order (a reflexive and transitive binary relation) in the space. The wedges admitting isotone metric projection with respect to the semi-order induced by them are characterized. The obtained result is used to show that the monotone wedge (called monotone cone in regression theory) admits isotone projection.
Keywords
Cite
@article{arxiv.1201.4677,
title = {Isotonicity of the projection onto the monotone cone},
author = {A. B. Németh and S. Z. Németh},
journal= {arXiv preprint arXiv:1201.4677},
year = {2012}
}