Tag Archives: epigraphical projection

Projection on epigraph via a proximal operator

A while ago I posted this article on how to project on the epigraph of a convex function where I derived the optimality conditions and the KKT conditions. This post comes as an addendum proving a third way to project on an epigraph. Do read the previous article first because I use the same notation here. Continue reading →

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Quadratic constraints to second-order conic ones

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

\begin{aligned} (x,t)\in \mathrm{epi}_{\|{}\cdot{}\|^2} \end{aligned}

That is, quadratic constraints (of the form \|x\|^2 \leq t), these can be converted to second-order conic constraints. Continue reading →

Projection on the epigraph of the squared Euclidean norm

As a follow-up on the previous post titled Projection on an epigraph, we here discuss how we can project on the epigraph of the squared norm function. Continue reading →

Projection on an epigraph

Here we study the problem of projecting onto the epigraph of a convex continuous function. Unlike the computation of the proximal operator of a function or the projection on its sublevel sets, the projection onto epigraphs is more complex and there exist only a few functions for which semi-explicit formulas are available.

epiproj

Projection of a point onto the epigraph of a convex function.

Continue reading →

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