In the previous post we discussed how we can project onto the epigraph of the squared norm. However, when in an optimisation problem we encounter constraints of the form
That is, quadratic constraints (of the form ), these can be converted to second-order conic constraints. Continue reading →
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Exploring and venting about quantitative issues
The math blog of Dmitry Ostrovsky
Mathematics for the interested outsider
A random mathematical blog
Mathematix is the mathematician of the village of Asterix