Remarks on convex cones

We point out in this note that the class of cones in a locally convex topological vector space satisfying property () or piecewise relatively weakly compact cones is exactly the class of cones admitting weakly compact bases or the class of cones whose closures admit weakly compact bases.This work was supported by a Monash University Postdoctoral Fellowship.     

Topological cones: functional analysis in a T<Subscript>0</Subscript>-setting

Already in his PhD Thesis on compact Abelian semigroups under the direction of Karl Heinrich Hofmann the author was lead to investigate locally compact cones (Keimel in Math. Z. 99:205–428, 1967). This happened in the setting of Hausdorff topologies. The theme of topological cones has been reappearing in the author’s work in a non-Hausdorff setting motivated by the needs of mathematical models for a denotational semantics of languages combining probabilistic and nondeterministic choice. This is in the line of common work with Karl Heinrich Hofmann in Continuous Lattices and Domains (Gierz et al. in Encyclopedia of Mathematics and its Applications, vol. 93, 2003). Domain Theory is based on order theoretical notions from which intrinsic non-Hausdorff topologies are derived. Along these lines, domain theoretical variants of (sub-) probability measures have been introduced by Jones and Plotkin (Jones, PhD thesis, 1990; Jones and Plotkin in Proceedings of the Fourth Annual Symposium on Logic in Computer Science, pp. 186–195, 1989). Kirch (Master’s thesis, 1993) and Tix (Master’s thesis, 1995) have extended this theory to a domain theoretical version of measures and they have introduced and studied directed complete partially ordered cones as appropriate structures. Driven by the needs of a semantics for languages combining probability and nondeterminism, Tix (Theor. Comput. Sci 264:205–218, 1999; PhD thesis, 1999) and later on Plotkin and Keimel (Electron. Notes Theor. Comput. Sci. 129:1–104, 2005) developed basic functional analytic tools for these structures. In this paper we extend this theory to topological cones the topologies of which are strongly non-Hausdorff. We carefully introduce these structures and their elementary properties. We prove Hahn-Banach type separation theorems under appropriate local convexity hypotheses. We finally construct a monad assigning to every topological cone C another topological cone the elements of which are nonempty compact convex subsets of C. For proving that this construction has good properties needed for the application in semantics we use the functional analytic tools developed before. Dedicated to Karl Heinrich Hofmann at the occasion of his 75th birthday. Thanks to Gordon Plotkin for numerous discussions. Preliminary results have been announced at MFPS XXIII 20. In his Master’s thesis supervised by the author, B. Cohen 6 has worked out some of those results.     

Remarks on the angle property and solid cones

This paper is devoted to the investigation of the relations between cones satisfying the angle property and solid cones. The investigation shows that the two classes of cones are dual in some sense. As an application of our results, we improve some related results due to Cesari, Suryanarayna, Sterna-Karwat, and Yu.This research was supported by the National Natural Science Foundation of China. It was completed while the author was a PhD Student at the Department of Mathematics, Shandong University, Jinan, China. The author would like to thank Professor D. Guo for encouragement. The author is also grateful to the referees for comments and suggestions.     

Pareto optimality in multiobjective problems

In this study, the optimization theory of Dubovitskii and Milyutin is extended to multiobjective optimization problems, producing new necessary conditions for local Pareto optima. Cones of directions of decrease, cones of feasible directions and a cone of tangent directions, as well as, a new cone of directions of nonincrease play an important role here. The dual cones to the cones of direction of decrease and to the cones of directions of nonincrease are characterized for convex functionals without differentiability, with the aid of their subdifferential, making the optimality theorems applicable. The theory is applied to vector mathematical programming, giving a generalized Fritz John theorem, and other applications are mentioned. It turns out that, under suitable convexity and regularity assumptions, the necessary conditions for local Pareto optima are also necessary and sufficient for global Pareto optimum. With the aid of the theory presented here, a result is obtained for the, so-called, scalarization problem of multiobjective optimization.The author's work in this area is now supported by NIH grants HL 18968 and HL 4664 and NCI contract NO1-CB-5386.     

An infinite class of convex tangent cones

Since the early 1970's, there have been many papers devoted to tangent cones and their applications to optimization. Much of the debate over which tangent cone is best has centered on the properties of Clarke's tangent cone and whether other cones have these properties. In this paper, it is shown that there are an infinite number of tangent cones with some of the nicest properties of Clarke's cone. These properties are convexity, multiple characterizations, and proximal normal formulas. The nature of these cones indicates that the two extremes of this family of cones, the cone of Clarke and the B-tangent cone or the cone of Michel and Penot, warrant further study. The relationship between these new cones and the differentiability of functions is also considered.     

On hyperbolicity cones associated with elementary symmetric polynomials

Elementary symmetric polynomials can be thought of as derivative polynomials of . Their associated hyperbolicity cones give a natural sequence of relaxations for . We establish a recursive structure for these cones, namely, that the coordinate projections of these cones are themselves hyperbolicity cones associated with elementary symmetric polynomials. As a consequence of this recursion, we give an alternative characterization of these cones, and give an algebraic characterization for one particular dual cone associated with together with its self-concordant barrier functional.     

Isotone retraction cones in Hilbert spaces

A mapping is called isotone if it is monotone increasing with respect to the order induced by a pointed closed convex cone. Finding the pointed closed convex generating cones for which the projection mapping onto the cone is isotone is a difficult problem which was analyzed in Isac and Németh (1986, 1990, 1992) [1], [2], [3], [4] and [5]. Such cones are called isotone projection cones. In particular it was shown that any isotone projection cone is latticial (Isac (1990) [2]). This problem is extended by replacing the projection mapping with continuous retractions onto the cone. By introducing the notion of sharp mappings, it is shown that a pointed closed convex generating cone is latticial if and only if there is a continuous retraction onto the cone whose complement is sharp. Several particular cases are considered and examples are given.     

Spectrahedral cones generated by rank 1 matrices

Let \(\mathcal{S}_+^n \subset \mathcal{S}^n\) be the cone of positive semi-definite matrices as a subset of the vector space of real symmetric \(n \times n\) matrices. The intersection of \(\mathcal{S}_+^n\) with a linear subspace of \(\mathcal{S}^n\) is called a spectrahedral cone. We consider spectrahedral cones K such that every element of K can be represented as a sum of rank 1 matrices in K. We shall call such spectrahedral cones rank one generated (ROG). We show that ROG cones which are linearly isomorphic as convex cones are also isomorphic as linear sections of the positive semi-definite matrix cone, which is not the case for general spectrahedral cones. We give many examples of ROG cones and show how to construct new ROG cones from given ones by different procedures. We provide classifications of some subclasses of ROG cones, in particular, we classify all ROG cones for matrix sizes not exceeding 4. Further we prove some results on the structure of ROG cones. We also briefly consider the case of complex or quaternionic matrices. ROG cones are in close relation with the exactness of semi-definite relaxations of quadratically constrained quadratic optimization problems or of relaxations approximating the cone of nonnegative functions in squared functional systems.     

A Generalization Of Reifenberg’s Theorem In {\mathbb{R}}^3

In 1960 Reifenberg proved the topological disc property. He showed that a subset of which is well approximated by m-dimensional affine spaces at each point and at each (small) scale is locally a bi-H?lder image of the unit ball in . In this paper we prove that a subset of which is well approximated in the Hausdorff distance sense by one of the three standard area-minimizing cones at each point and at each (small) scale is locally a bi-H?lder deformation of a minimal cone. We also prove an analogous result for more general cones in . Received: July 2006, Revised: August 2007, Accepted: January 2008     

Reflexive cones

Reflexive cones in Banach spaces are cones with weakly compact intersection with the unit ball. In this paper we study the structure of this class of cones. We investigate the relations between the notion of reflexive cones and the properties of their bases. This allows us to prove a characterization of reflexive cones in term of the absence of a subcone isomorphic to the positive cone of $\ell _{1}$ . Moreover, the properties of some specific classes of reflexive cones are investigated. Namely, we consider the reflexive cones such that the intersection with the unit ball is norm compact, those generated by a Schauder basis and the reflexive cones regarded as ordering cones in Banach spaces. Finally, it is worth to point out that a characterization of reflexive spaces and also of the spaces with the Schur property by the properties of reflexive cones is given.     

Polyhedral cones and positive operators

Some results are obtained relating topological properties of polyhedral cones to algebraic properties of matrices whose columns are the extremal vectors of the cone. In addition, several characterizations of positive operators on polyhedral cones are given.     

Bases of convex cones and Borwein's proper efficiency

In this note, we establish some interesting relationships between the existence of Borwein's proper efficient points and the existence of bases for convex ordering cones in normed linear spaces. We show that, if the closed unit ball in a smooth normed space ordered by a convex cone possesses a proper efficient point in the sense of Borwein, then the ordering cone is based. In particular, a convex ordering cone in a reflexive space is based if the closed unit ball possesses a proper efficient point. Conversely, we show that, in any ordered normed space, if the ordering cone has a base, then every weakly compact set possesses a proper efficient point.The research was conducted while the author was working on his PhD Degree under the supervision of Professor J. M. Borwein, whose guidance and valuable suggestions are gratefully appreciated. The author would like to thank two anonymous referees for their constructive comments and suggestions. This research was supported by an NSERC grant and a Mount Saint Vincent University Research Grant.     

Indicating cones and the intersection principle for tangential approximants in abstract multiplier rules

Most abstract Lagrange multiplier rules in the literature are expressions of the separability of a family of two or more convex cones, each of which is some sort of tangential approximation at a point to some set in ⁿ . Broadly speaking, the approximation should be good enough to ensure that the approximants are inseparable only if the sets themselves have nontrivial intersection; the intersection principle is a precise statement of this requirement. This paper establishes the partial ordering by generality among several specific notions of tangential approximation in the literature; it unifies the theory through the introduction of a new notion, called an indicating cone, which still satisfies the intersection principle. For solid cones, all notions of tangential approximant considered coincide.This work was partially supported by a grant from Control Data.     

Positive top Lyapunov exponent via invariant cones: Single trajectories

We establish criteria for the positivity of the top Lyapunov exponent of a nonautonomous dynamics in terms of invariant cone families, both for maps and flows. The families of cones are associated with quadratic forms of type (k,p−k)$(k,p-k)$ with k arbitrary. Our work can be seen as a counterpart of results in the context of ergodic theory, where the positivity of the top Lyapunov exponent is obtained for almost all trajectories although saying nothing about each specific trajectory.     

Integral type linear functionals on ordered cones

We introduce linear functionals on an ordered cone that are minimal with respect to a given subcone. Using concepts developed for Choquet theory we observe that the properties of these functionals resemble those of positive Radon measures on locally compact spaces. Other applications include monotone functionals on cones of convex sets, H-integrals on H-cones in abstract potential theory, and classical Choquet theory itself.

     

Z-transformations on proper and symmetric cones

Motivated by the similarities between the properties of Z-matrices on $R^{n}_+$ and Lyapunov and Stein transformations on the semidefinite cone $\mathcal {S}^n_+$ , we introduce and study Z-transformations on proper cones. We show that many properties of Z-matrices extend to Z-transformations. We describe the diagonal stability of such a transformation on a symmetric cone by means of quadratic representations. Finally, we study the equivalence of Q and P properties of Z-transformations on symmetric cones. In particular, we prove such an equivalence on the Lorentz cone.     

Mapping cones and separable states

We study mapping cones and their dual cones of positive maps of the \(n\times n\) matrices into itself. For a natural class of cones there is a close relationship between maps in the cone, super-positive maps, and separable states. In particular the composition of a map from the cone with a map in the dual cone is super-positive, and so the natural state it defines is separable.     

On regular tangent cones

The paper contains a sufficient condition for an intersection of regular tangent cones to be a tangent cone. Regular tangent cones and tents for sets given by locally Lipschitz functions are constructed. The cones are described in terms of generalized K-derivatives.     

Asymptotic cones and Assouad-Nagata dimension

We prove that the dimension of any asymptotic cone over a metric space does not exceed the asymptotic Assouad-Nagata dimension of . This improves a result of Dranishnikov and Smith (2007), who showed for all separable subsets of special asymptotic cones , where is an exponential ultrafilter on natural numbers.

We also show that the Assouad-Nagata dimension of the discrete Heisenberg group equals its asymptotic dimension.

     

Geometric properties of some special cones in a Banach space

Let E be a Banach space partially ordered by a cone K. Let B be a closed linear operator in E with domain (B). In this paper certain cones in the Banach space (B) with norm x =x+Bx are singled out for study; a number of their geometric properties are established under the assumption that the cone K in the space E has analogous properties.Translated from Matematicheskie Zametki, Vol. 5, No. 1, pp. 63–70, 1969.The author is indebted to M. A. Krasnosel'skii and V. Ya. Stetsenko for helpful discussions and for their interest in the results of the present paper.