Struct optimization_engine::constraints::SecondOrderCone

pub struct SecondOrderCone { /* fields omitted */ }

A second-order cone (SOC)

A set of the form

$$ C_{\alpha} = \{x=(y, t) \in \mathbb{R}^{n+1}: t\in\mathbb{R}, \Vert{}y\Vert \leq \alpha{}t\}, $$

where $\alpha$ is a positive scalar.

Projections on the second-order cone are computed as in H.H. Bauschke's 1996 doctoral dissertation: Projection Algorithms and Monotone Operators (p. 40, Theorem 3.3.6).

Implementations

impl SecondOrderCone

pub fn new(alpha: f64) -> SecondOrderCone

Construct a new instance of SecondOrderCone with parameter alpha

A second-order cone with parameter alpha is the set $C_\alpha = \{x=(y, t) \in \mathbb{R}^{n+1}: t\in\mathbb{R}, \Vert{}y\Vert \leq \alpha t\}$, where $\alpha$ is a positive parameter, and projections are computed according to Theorem 3.3.6 in H.H. Bauschke's 1996 doctoral dissertation: Projection Algorithms and Monotone Operators (page 40).

Arguments

• alpha: parameter $\alpha$

Panics

The method panics if the given parameter alpha is nonpositive.

Trait Implementations

impl Clone for SecondOrderCone

fn clone(&self) -> SecondOrderCone

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Constraint for SecondOrderCone

fn project(&self, x: &mut [f64])

Project on the second-order cone (updates the given vector/slice)

Arguments

• x: (in) vector to be projected on the current instance of a second-order cone, (out) projection on the second-order cone

Panics

The methods panics is the length of x is less than 2.

fn is_convex(&self) -> bool

Returns true if and only if the set is convex

impl Copy for SecondOrderCone