Quadproj: a Python package for projecting onto quadratic hypersurfaces

TL;DR

Quadproj is a Python package designed to efficiently project points onto quadratic hypersurfaces, filling a gap in tools for nonconvex optimization problems in machine learning.

Contribution

The paper introduces quadproj, a new software package that provides a user-friendly implementation for projecting onto quadratic hypersurfaces, a previously underexplored problem.

Findings

Provides a practical tool for quadratic hypersurface projection

Addresses a gap in nonconvex optimization software

Facilitates research and applications in machine learning

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.