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

This paper introduces the monotone extended second-order cone (MESOC), which is related to the monotone cone and the second-order cone. Some properties of the MESOC are presented and its dual cone is computed. Projecting onto the MESOC is reduced to the pool-adjacent-violators algorithm (PAVA) of is...

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Veröffentlicht in:	arXiv.org 2022-07
Hauptverfasser:	Ferreira, Orizon P, Gao, Yingchao, Németh, Sándor Z
Format:	Artikel
Sprache:	eng
Schlagworte:	Real variables
Online-Zugang:	Volltext
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