Quadproj: a Python package for projecting onto quadratic hypersurfaces

Loic Van Hoorebeeck, P.-A. Absil

Keywords: nonconvex optimization, projection, quadratic hypersurface, quadric

TL;DR: This paper introduces a toolbox for projecting onto quadratic hypersurfaces.

Abstract: Quadratic hypersurfaces are a natural generalization of affine subspaces, and projections are elementary blocks of algorithms in optimization and machine learning. It is therefore intriguing that no proper studies and tools have been developed to tackle this nonconvex optimization problem. The quadproj package is a user-friendly and documented software that is dedicated to project a point onto a non-cylindrical central quadratic hypersurface.