Projections onto hyperbolas or bilinear constraint sets in Hilbert spaces

12/03/2021

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by   Heinz H. Bauschke, et al.

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Sets of bilinear constraints are important in various machine learning models. Mathematically, they are hyperbolas in a product space. In this paper, we give a complete formula for projections onto sets of bilinear constraints or hyperbolas in a general Hilbert space.