Solution to convex optimization problems is usually converted to solve the KKT conditions, to which the computation of the metric projections over some convex cones is often crucial.This paper proposes an algorithm to compute the explicit formula of the metric projection over a class of closed convex cones.The reported numerical results show that our algorithm is effective.The results obtained in this paper can serve as the theoretic foundation to study the directional derivative and the generalized differential of the metric projections over the epigraph of the weighted l1 and l∞ norms.
HAN Ning, LIU Yong-jin, LIU Mei-jiao
. Computation of the metric projection over a class of closed convex cones[J]. Journal of Shenyang Aerospace University, 2013
, 30(5)
: 88
-91
.
DOI: 10.3969/j.issn.2095-1248.2013.05.018
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