Struct optimization_engine::constraints::SecondOrderCone
source · pub struct SecondOrderCone { /* private fields */ }
Expand description
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§
source§impl SecondOrderCone
impl SecondOrderCone
sourcepub fn new(alpha: f64) -> 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§
source§impl Clone for SecondOrderCone
impl Clone for SecondOrderCone
source§fn clone(&self) -> SecondOrderCone
fn clone(&self) -> SecondOrderCone
1.0.0 · source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source
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