Optimization Online


Projection onto the exponential cone: a univariate root-finding problem

Henrik A. Friberg(haf***at***mosek.com)

Abstract: The exponential function and its logarithmic counterpart are essential corner stones of nonlinear mathematical modeling. In this paper we treat their conic extensions, the exponential cone and the relative entropy cone, in primal, dual and polar form, and show that finding the nearest mapping of a point onto these convex sets all reduce to a single univariate root-finding problem. This leads to a fast algorithm shown numerically robust over a wide range of inputs.

Keywords: projection, exponential cone, relative entropy cone, julia code

Category 1: Linear, Cone and Semidefinite Programming

Category 2: Optimization Software and Modeling Systems


Download: [PDF]

Entry Submitted: 01/12/2021
Entry Accepted: 01/12/2021
Entry Last Modified: 01/12/2021

Modify/Update this entry

  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository


Coordinator's Board
Classification Scheme
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society