Enregistré dans:
| Auteurs principaux: | , |
|---|---|
| Format: | Preprint |
| Publié: |
2023
|
| Sujets: | |
| Accès en ligne: | https://arxiv.org/abs/2307.07290 |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
| _version_ | 1866911055043624960 |
|---|---|
| author | Goldberg, Noam Zagdoun, Ishy |
| author_facet | Goldberg, Noam Zagdoun, Ishy |
| contents | We derive a closed-form expression for the projection onto a capped rotated second-order cone -- a convex set that arises in perspective relaxations of nonlinear programs with binary indicator variables. The closed-form solution involves three distinct cases, one of which reduces to the classical projection onto a second-order cone. The remaining two cases yield nontrivial projections, for which we provide necessary and sufficient conditions under which the solution lies on the intersection of the cone and a facet of a box. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2307_07290 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Projecting onto a Capped Rotated Second-Order Cone Goldberg, Noam Zagdoun, Ishy Optimization and Control 90 We derive a closed-form expression for the projection onto a capped rotated second-order cone -- a convex set that arises in perspective relaxations of nonlinear programs with binary indicator variables. The closed-form solution involves three distinct cases, one of which reduces to the classical projection onto a second-order cone. The remaining two cases yield nontrivial projections, for which we provide necessary and sufficient conditions under which the solution lies on the intersection of the cone and a facet of a box. |
| title | Projecting onto a Capped Rotated Second-Order Cone |
| topic | Optimization and Control 90 |
| url | https://arxiv.org/abs/2307.07290 |