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.     

Inner and outer estimates for the solution sets and their asymptotic cones in vector optimization

We use asymptotic analysis to develop finer estimates for the efficient, weak efficient and proper efficient solution sets (and for their asymptotic cones) to convex/quasiconvex vector optimization problems. We also provide a new representation for the efficient solution set without any convexity assumption, and the estimates involve the minima of the linear scalarization of the original vector problem. Some new necessary conditions for a point to be efficient or weak efficient solution for general convex vector optimization problems, as well as for the nonconvex quadratic multiobjective optimization problem, are established.     

Optimality conditions in nonconvex optimization via weak subdifferentials

In this paper we study optimality conditions for optimization problems described by a special class of directionally differentiable functions. The well-known necessary and sufficient optimality condition of nonsmooth convex optimization, given in the form of variational inequality, is generalized to the nonconvex case by using the notion of weak subdifferentials. The equivalent formulation of this condition in terms of weak subdifferentials and augmented normal cones is also presented.     

Differentiability in optimization theory 1

This paper deals with necessary conditions for optimization problems with infinitely many inequality constraints assuming various differentiability conditions. By introducing a second topology N on a topological vector space we define generalized versions of differentiability and tangential cones. Different choices of N lead to Gâteaux-, Hadamaed- and weak differentiability with corresponding tangential cones. The general concept is used to derive necessary conditions for local optimal points in form of inequalities and generalized multiplier rules, Special versions of these theorems are obtained for different differentiability assumptions by choosing properly. An application to approximation theory is given.     

Extension of primal-dual interior point methods to diff-convex problems on symmetric cones

We consider the extension of primal dual interior point methods for linear programming on symmetric cones, to a wider class of problems that includes approximate necessary optimality conditions for functions expressible as the difference of two convex functions of a special form. Our analysis applies the Jordan-algebraic approach to symmetric cones. As the basic method is local, we apply the idea of the filter method for a globalization strategy.     

Higher-order Karush–Kuhn–Tucker optimality conditions for set-valued optimization with nonsolid ordering cones

In this paper, we consider higher-order Karush–Kuhn–Tucker optimality conditions in terms of radial derivatives for set-valued optimization with nonsolid ordering cones. First, we develop sum rules and chain rules in the form of equality for radial derivatives. Then, we investigate set-valued optimization including mixed constraints with both ordering cones in the objective and constraint spaces having possibly empty interior. We obtain necessary conditions for quasi-relative efficient solutions and sufficient conditions for Pareto efficient solutions. For the special case of weak efficient solutions, we receive even necessary and sufficient conditions. Our results are new or improve recent existing ones in the literature.     

Normally Admissible Stratifications and Calculation of Normal Cones to a Finite Union of Polyhedral Sets

This paper considers computation of Fréchet and limiting normal cones to a finite union of polyhedra. To this aim, we introduce a new concept of normally admissible stratification which is convenient for calculations of such cones and provide its basic properties. We further derive formulas for the above mentioned cones and compare our approach to those already known in the literature. Finally, we apply this approach to a class of time dependent problems and provide an illustration on a special structure arising in delamination modeling.     

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.     

Stability for Parametric Vector Quasi-Equilibrium Problems With Variable Cones

This article is devoted to the study of stability conditions for a class of quasi-equilibrium problems with variable cones in normed spaces. We introduce concepts of upper and lower semicontinuity of vector-valued mappings involving variable cones and their properties, we also propose a key hypothesis. Employing this hypothesis and such concepts, we investigate sufficient/necessary conditions of the Hausdorff semicontinuity/continuity for solution mappings to such problems. We also discuss characterizations for the hypothesis which do not contain information regarding solution sets. As an application, we consider the special case of traffic network problems. Our results are new or improve the existing ones.     

On weak completeness of products and direct sums in locally convex cones

We discuss the weak completeness of product and direct sum cones in the lower, upper and symmetric topologies. For the weak lower, upper and symmetric topology of a direct sum cone, there correspond bases of upper, respectively lower and symmetric, closed members in a coarser topology which leads us to investigate the weak completeness of direct sum cones.

     

Adhesivity of polymatroids

Two polymatroids are adhesive if a polymatroid extends both in such a way that two ground sets become a modular pair. Motivated by entropy functions, the class of polymatroids with adhesive restrictions and a class of selfadhesive polymatroids are introduced and studied. Adhesivity is described by polyhedral cones of rank functions and defining inequalities of the cones are identified, among them known and new non-Shannon type information inequalities for entropy functions. The selfadhesive polymatroids on a four-element set are characterized by Zhang-Yeung inequalities.     

The existence of solutions for a class of semilinear elliptic systems

In this paper, some new existence theorems of weak solutions for a class of semilinear elliptic systems are obtained by means of the local linking theorem and the saddle point theorem.     

On Cone Characterizations of Strong and Lexicographic Optimality in Convex Multiobjective Optimization

Various type of optimal solutions of multiobjective optimization problems can be characterized by means of different cones. Provided the partial objectives are convex, we derive necessary and sufficient geometrical optimality conditions for strongly efficient and lexicographically optimal solutions by using the contingent, feasible and normal cones. Combining new results with previously known ones, we derive two general schemes reflecting the structural properties and the interconnections of five optimality principles: weak and proper Pareto optimality, efficiency and strong efficiency as well as lexicographic optimality.     

Lower Semicontinuity Results in Parametric Multivalued Weak Vector Equilibrium Problems and Applications

This article gives new sufficient conditions for the lower semicontinuity of the solution mapping of a parametric multivalued weak vector equilibrium problem with moving cones. A scalarizing approach, based on the signed distance function of Hiriart Urruty is used to discuss this lower semicontinuity property. The main results of the article are obtained under some assumptions different from those introduced earlier by previous linear and nonlinear scalarizing approaches. Some applications to the study of connectedness of weak solution sets of multivalued vector equilibrium problems are given.     

Intersection probabilities and kinematic formulas for polyhedral cones

For polyhedral convex cones in \({\mathbb{R}^d}\), we give a proof for the conic kinematic formula for conic curvature measures, which avoids the use of characterization theorems. For the random cones defined as typical cones of an isotropic random central hyperplane arrangement, we find probabilities for non-trivial intersection, either with a fixed cone, or for two independent random cones of this type.     

Entropy solution theory for fractional degenerate convection–diffusion equations

We study a class of degenerate convection-diffusion equations with a fractional non-linear diffusion term. This class is a new, but natural, generalization of local degenerate convection-diffusion equations, and include anomalous diffusion equations, fractional conservation laws, fractional porous medium equations, and new fractional degenerate equations as special cases. We define weak entropy solutions and prove well-posedness under weak regularity assumptions on the solutions, e.g. uniqueness is obtained in the class of bounded integrable solutions. Then we introduce a new monotone conservative numerical scheme and prove convergence toward the entropy solution in the class of bounded integrable BV functions. The well-posedness results are then extended to non-local terms based on general Lévy operators, connections to some fully non-linear HJB equations are established, and finally, some numerical experiments are included to give the reader an idea about the qualitative behavior of solutions of these new equations.     

Weak infeasibility in second order cone programming

The objective of this work is to study weak infeasibility in second order cone programming. For this purpose, we consider a sequence of feasibility problems which mostly preserve the feasibility status of the original problem. This is used to show that for a given weakly infeasible problem at most m directions are needed to get arbitrarily close to the cone, where m is the number of Lorentz cones. We also tackle a closely related question and show that given a bounded optimization problem satisfying Slater’s condition, we may transform it into another problem that has the same optimal value but it is ensured to attain it. From solutions to the new problem, we discuss how to obtain solution to the original problem which are arbitrarily close to optimality. Finally, we discuss how to obtain finite certificate of weak infeasibility by combining our own techniques with facial reduction. The analysis is similar in spirit to previous work by the authors on SDPs, but a different approach is required to obtain tighter bounds on the number of directions needed to approach the cone.     

On Ricci coefficients of null hypersurfaces with time foliation in Einstein vacuum space-time: part I

The main objective of this paper is to control the geometry of null cones with time foliation in Einstein vacuum spacetime under the assumptions of small curvature flux and a weak condition on the deformation tensor for the future directed unit normal T to each leaf. We establish a series of estimates on Ricci coefficients, which play a crucial role to prove the improved breakdown criterion in Wang (Commun. Pure Appl. Math. 65(1):0021–0076, 2012).     

A uniform boundedness theorem for locally convex cones

We prove a uniform boundedness theorem for families of linear operators on ordered cones. Using the concept of locally convex cones we introduce the notions of barreled cones and of weak cone-completeness. Our main result, though no straightforward generalization of the classical case, implies the Uniform Boundedness Theorem for Fréchet spaces.

     

Existence of Three Positive Solutions for Quasi-linear Boundary Value Problem

In this paper, we prove a new fixed point theorem in cones and obtain the existence of triple positive solutions for a class of quasi-linear three-point boundary value problems.