How to project onto extended second order cones

The extended second order cones were introduced by S. Z. N\'emeth and G. Zhang in [S. Z. N\'emeth and G. Zhang. Extended Lorentz cones and variational inequalities on cylinders. J. Optim. Theory Appl., 168(3):756-768, 2016] for solving mixed complementarity problems and variational inequalities on cylinders. R. Sznajder in [R. Sznajder. The Lyapunov rank of extended second order cones. Journal of Global Optimization, 66(3):585-593, 2016] determined the automorphism groups and the Lyapunov or bilinearity ranks of these cones. S. Z. N\'emeth and G. Zhang in [S.Z. N\'emeth and G. Zhang. Positive operators of Extended Lorentz cones. arXiv:1608.07455v2, 2016] found both necessary conditions and sufficient conditions for a linear operator to be a positive operator of an extended second order cone. This note will give formulas for projecting onto the extended second order cones. In the most general case the formula will depend on a piecewise linear equation for one real variable which will be solved by using numerical methods

On the spherical convexity of quadratic functions

In this paper we study the spherical convexity of quadratic functions on spherically convex sets. In particular, conditions characterizing the spherical convexity of quadratic functions on spherical convex sets associated to the positive orthants and Lorentz cones are given