How to project onto the monotone extended second order cone

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Duration: 3 min 30 s
Description: This paper introduce the monotone extended second order cone (MESOC), which is related to the monotone cone and the Lorentz cone. Some properties of MESOC are presented and its dual cone is computed. Formulas for projecting onto MESOC are also presented. In the most general case the formula for projecting onto MESOC depends on an equation for one real variable.
O. P. Ferreira; Yingchao Gao; S. Z. Németh
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