On the Second-Order Feasibility Cone: Primal-Dual Representation and Efficient Projection
نویسندگان
چکیده
منابع مشابه
On the Second-Order Feasibility Cone: Primal-Dual Representation and Efficient Projection
We study the second-order feasibility cone F = {y ∈ IR : ‖My‖ ≤ g y} for given data (M, g). We construct a new representation for this cone and its dual based on the spectral decomposition of the matrix MM − gg . This representation is used to efficiently solve the problem of projecting an arbitrary point x ∈ IR onto F : miny{‖y − x‖ : ‖My‖ ≤ g y}, which aside from theoretical interest also ari...
متن کاملMASSACHUSETTS INSTITUTE OF TECHNOLOGY by On the Second - Order Feasibility Cone : Primal - Dual Representation and Efficient Projection OR 380 - 06
We study the second-order feasibility cone F = {y ∈ IR : ‖My‖ ≤ g y} for given data (M, g). We construct a new representation for this cone and its dual based on the spectral decomposition of the matrix MM − gg . This representation is used to efficiently solve the problem of projecting an arbitrary point x ∈ IR onto F : miny{‖y − x‖ : ‖My‖ ≤ g y}, which aside from theoretical interest also ari...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2008
ISSN: 1052-6234,1095-7189
DOI: 10.1137/06067198x