Two pairs of families of polyhedral norms versus ℓ p -norms: proximity and applications in optimization


This paper studies four families of polyhedral norms parametrized by a single parameter. The first two families consist of the CVaR norm (which is equivalent to the D-norm, or the largest-k norm) and its dual norm, while the second two families consist of the convex combination of the 1and ∞-norms, referred to as the deltoidal norm, and its dual norm. These… (More)
DOI: 10.1007/s10107-015-0899-9

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