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Differential properties of Euclidean projection onto power cone

Le Thi Khanh Hien (tkle1***at***e.ntu.edu.sg)

Abstract: In this paper, we study differential properties of Euclidean projection onto the power cone $K^{(p,q)}_n=\{(x,y,z)\in \mathbb{R}_+\times \mathbb{R}_+\times \mathbb{R}^n,\norm{z} \leq x^p y^q\}$, where $0< p,q < 1, p+q=1$. Projections onto certain power cones are examples of semismooth but non-strongly-semismooth projection onto a convex cone.

Keywords: power cone; Euclidean projection; semismooth;

Category 1: Convex and Nonsmooth Optimization (Nonsmooth Optimization )

Citation: Division of Mathematical Sciences, School of Physical & Mathematical Sciences, Nanyang Technological University, Singapore 637371.

Download: [PDF]

Entry Submitted: 08/19/2014
Entry Accepted: 08/19/2014
Entry Last Modified: 08/19/2014

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