Reducing the projection onto the monotone extended second-order cone to the pool-adjacent-violators algorithm of isotonic regression

DOI10.1080/02331934.2022.2103415arXiv2102.02040MaRDI QIDQ6198504

Sándor Zoltan Németh, Yingchao Gao, Orizon P. Ferreira

Publication date: 23 February 2024

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.02040

zbMATH Keywords

metric projectionisotonic regressiondual coneextended second-order cone

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Optimality conditions for problems involving randomness (49K45) Special properties of functions of several variables, Hölder conditions, etc. (26B35)

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