The cone of Z-transformations on Lorentz cone

Abstract

In this paper, the structural properties of the cone of Z-transformations on the Lorentz cone are described in terms of the semidefinite cone and copositive/completely positive cones induced by the Lorentz cone and its boundary. In particular, its dual is described as a slice of the semidefinite cone as well as a slice of the completely positive cone of the Lorentz cone. This provides an example of an instance where a conic linear program on a completely positive cone is reduced to a problem on the semidefinite cone.