dmitrey wrote: > So your Omega is just all x: (x,x)<1? > (x,x) <= 1 ("closed ball constraint") > (Can you attach non-Latex notation elseware?) > I can't see what you mean here. > Why can't you just set P_Omega(y) = { > y, for ||y|| <=1 > y/||y||, for ||y|| > 1 > } > ? > I don't see your point. Nils