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Properties associated with the epigraph of the $$l_1$$ l 1 norm function of projection onto the nonnegative orthant

Authors :
Li Wang
Yong-Jin Liu
Source :
Mathematical Methods of Operations Research. 84:205-221
Publication Year :
2016
Publisher :
Springer Science and Business Media LLC, 2016.

Abstract

This paper studies some properties associated with a closed convex cone $$\mathcal {K}_{1+}$$ , which is defined as the epigraph of the $$l_1$$ norm function of the metric projection onto the nonnegative orthant. Specifically, this paper presents some properties on variational geometry of $$\mathcal {K}_{1+}$$ such as the dual cone, the tangent cone, the normal cone, the critical cone and its convex hull, and others; as well as the differential properties of the metric projection onto $$\mathcal {K}_{1+}$$ including the directional derivative, the B-subdifferential, and the Clarke’s generalized Jacobian. These results presented in this paper lay a foundation for future work on sensitivity and stability analysis of the optimization problems over $$\mathcal {K}_{1+}$$ .

Details

ISSN :
14325217 and 14322994
Volume :
84
Database :
OpenAIRE
Journal :
Mathematical Methods of Operations Research
Accession number :
edsair.doi...........ff04f2e3e442d538e8f78c4697e3cfc1