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Journal of Global Optimization

, Volume 70, Issue 4, pp 707–718 | Cite as

How to project onto extended second order cones

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Abstract

The extended second order cones were introduced by Németh and Zhang (J Optim Theory Appl 168(3):756–768, 2016) for solving mixed complementarity problems and variational inequalities on cylinders. Sznajder (J Glob Optim 66(3):585–593, 2016) determined the automorphism groups and the Lyapunov or bilinearity ranks of these cones. Németh and Zhang (Positive operators of extended Lorentz cones, 2016. arXiv:1608.07455v2) found both necessary conditions and sufficient conditions for a linear operator to be a positive operator of an extended second order cone. In this note we give formulas for projecting onto the extended second order cones. In the most general case the formula depends on a piecewise linear equation for one real variable which is solved by using numerical methods.

Keywords

Semi-smooth equation Extended second order cone Metric projection Piecewise linear Newton method 

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© Springer Science+Business Media, LLC, part of Springer Nature 2017

Authors and Affiliations

  1. 1.IME/UFGGoiâniaBrazil
  2. 2.School of MathematicsUniversity of BirminghamBirminghamUK

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