On the Second-Order Feasibility Cone: Primal-Dual Representation and Efficient Projection
We study the second-order feasibility cone F = { y : \| My \| \le g^Ty } for given data (M,g). We construct a new representation for this cone and its dual based on the spectral decomposition of the matrix M^TM – gg^T. This representation is used to efficiently solve the problem of projecting an … Read more