 Home

Codex Wiki

Mathematics

Area of mathematics

Mathematical optimization

Convex set

Second-order cone

For $x=(u,t)$ and $\rho=\|u\|_2$,
$$
\Pi_{\mathcal L_{p+1}}(u,t)=
\begin{cases}
(u,t),&\rho\leq t,\\
(0,0),&\rho\leq-t,\\
\displaystyle\frac12\left(1+\frac t\rho\right)(u,\rho),&\rho>|t|.
\end{cases}
$$


Projection onto the second-order cone

Past exam of the mathematics course of the University of Cambridge / 2023 / ii / Paper 1 / 31J / e / Solution

Projection onto the second-order cone

 Ancestors (6)

 Incoming links (1)

 Discussion (0)

 Articles by others on the same topic (0)

Projection onto the second-order cone

 Ancestors (6)

 Incoming links (1)

 Discussion (0)  Subscribe (1)

 Articles by others on the same topic (0)

 Discussion (0)