Related papers: Projecting onto a Capped Rotated Second-Order Cone
The projection onto the intersection of sets generally does not allow for a closed form even when the individual projection operators have explicit descriptions. In this work, we systematically analyze the projection onto the intersection…
We provide formulas for projectors onto a polyhedral set, i.e. the intersection of a finite number of halfspaces. To this aim we formulate the problem of finding the projection as a convex optimization problem and we solve explicitly…
This paper is devoted to the general problem of projection onto a polyhedral convex cone generated by a finite set of generators.This problem is reformulated into projection onto the polytope obtained by simple truncation of the original…
In this paper we extend the notion of a Lorentz cone. We call a closed convex set isotone projection set with respect to a pointed closed convex cone if the projection onto the set is isotone (i.e., monotone) with respect to the order…
Problems related to projections on closed convex cones are frequently encountered in optimization theory and related fields. To study these problems, various unifying ideas have been introduced, including asymmetric vector-valued norms and…
The second-order cone plays an important role in convex optimization and has strong expressive abilities despite its apparent simplicity. Second-order cone formulations can also be solved more efficiently than semidefinite programming in…
We study the closure of the projection of the (nonconvex) cone of rank restricted positive semidefinite matrices onto subsets of the matrix entries. This defines the feasible sets for semidefinite completion problems with restrictions on…
In this work, we prove global existence of solutions for second order differential problems in a general framework. More precisely, we consider second order differential inclusions involving proximal normal cone to a set-valued map. This…
In this paper we study second-order optimality conditions for non-convex set-constrained optimization problems. For a convex set-constrained optimization problem, it is well-known that second-order optimality conditions involve the support…
The tensor product of two ordered vector spaces can be ordered in more than one way, just as the tensor product of normed spaces can be normed in multiple ways. Two natural orderings have received considerable attention in the past, namely…
We consider the problem of projecting a convex set onto a subspace, or equivalently formulated, the problem of computing a set obtained by applying a linear mapping to a convex feasible set. This includes the problem of approximating convex…
The goal of this paper is to study approaches to bridge the gap between first-order and second-order type methods for composite convex programs. Our key observations are: i) Many well-known operator splitting methods, such as…
We consider the method of alternating projections for finding a point in the intersection of two closed sets, possibly nonconvex. Assuming only the standard transversality condition (or a weaker version thereof), we prove local linear…
We study optimal simple second-order cone representations (a particular subclass of second-order cone representations) for weighted geometric means, which turns out to be closely related to minimum mediated sets. Several lower and upper…
We discuss the problem of projecting a point onto an arbitrary hyperbolicity cone from both theoretical and numerical perspectives. While hyperbolicity cones are furnished with a generalization of the notion of eigenvalues, obtaining closed…
In this paper we provide an efficient computation of the projection onto the cone generated by the epigraph of the perspective of any convex lower semicontinuous function. Our formula requires solving only two scalar equations involving the…
In this paper, we describe the structural properties of the cone of $\mathcal{Z}$-transformations on the second order cone in terms of the semidefinite cone and copositive/completely positive cones induced by the second order cone and its…
The basic tool for solving problems in metric geometry and isotonic regression is the metric projection onto closed convex cones. Isotonicity of these projections with respect to a given order relation can facilitate finding the solutions…
Consider a polyhedral convex cone which is given by a finite number of linear inequalities. We investigate the problem to project this cone into a subspace and show that this problem is closely related to linear vector optimization: We…
We study the metric projection onto the closed convex cone in a real Hilbert space $\mathscr{H}$ generated by a sequence $\mathcal{V} = \{v_n\}_{n=0}^\infty$. The first main result of this paper provides a sufficient condition under which…