Locally convex quotient lattice cones

Walter Roth has investigated certain equivalence relations on locally convex cones in [W. Roth, Locally convex quotient cones, J. Convex Anal. 18, No. 4, 903–913 (2011)] which give rise to the definition of a locally convex quotient cone. In this paper, we investigate some special equivalence relations on a locally convex lattice cone by which the locally convex quotient cone becomes a lattice. In the case of a locally convex solid Riesz space, this reduces to the known concept of locally convex solid quotient Riesz space. We prove that the strict inductive limit of locally convex lattice cones is a locally convex lattice cone. We also study the concept of locally convex complete quotient lattice cones.     

锥凸集值映射的基本性质

本文首先在R~m的幂集上定义了一种锥序关系并借助这种序关系定义锥凸集值映射,证明了普通单值凸函数的一些基本性质拓广到这种锥凸集值映射时仍成立.     

Connectedness of Cone Superefficient Point Sets in Locally Convex Topological Vector Spaces

This paper studies the connectedness of the cone superefficient point set in locally convex topological vector spaces. First, we prove a scalarization theorem for a cone superefficient point set. From this result, we obtain the connectedness of a cone superefficient point set under the conditions that the set is cone convex and cone weakly compact.     

On cone of nonsymmetric positive semidefinite matrices

In this paper, we analyze and characterize the cone of nonsymmetric positive semidefinite matrices (NS-psd). Firstly, we study basic properties of the geometry of the NS-psd cone and show that it is a hyperbolic but not homogeneous cone. Secondly, we prove that the NS-psd cone is a maximal convex subcone of P₀-matrix cone which is not convex. But the interior of the NS-psd cone is not a maximal convex subcone of P-matrix cone. As the byproducts, some new sufficient and necessary conditions for a nonsymmetric matrix to be positive semidefinite are given. Finally, we present some properties of metric projection onto the NS-psd cone.     

On the existence of efficient points in locally convex spaces

We study the existence of efficient points in a locally convex space ordered by a convex cone. New conditions are imposed on the ordering cone such that for a set which is closed and bounded in the usual sense or with respect to the cone, the set of efficient points is nonempty and the domination property holds.     

Optimality conditions of the set-valued optimization problem with generalized cone convex set-valued maps characterized by contingent epiderivative

In this paper, firstly, a new notion of generalized cone convex set-valued map is introduced in real normed spaces. Secondly, a property of the generalized cone convex set-valued map involving the contingent epiderivative is obtained. Finally, as the applications of this property, we use the contingent epiderivative to establish optimality conditions of the set-valued optimization problem with generalized cone convex set-valued maps in the sense of Henig proper efficiency. The results obtained in this paper generalize and improve some known results in the literature.     

Characterizations of the nonemptiness and compactness for solution sets of convex set-valued optimization problems

In this paper, we first derive several characterizations of the nonemptiness and compactness for the solution set of a convex scalar set-valued optimization problem (with or without cone constraints) in which the decision space is finite-dimensional. The characterizations are expressed in terms of the coercivity of some scalar set-valued maps and the well-posedness of the set-valued optimization problem, respectively. Then we investigate characterizations of the nonemptiness and compactness for the weakly efficient solution set of a convex vector set-valued optimization problem (with or without cone constraints) in which the objective space is a normed space ordered by a nontrivial, closed and convex cone with nonempty interior and the decision space is finite-dimensional. We establish that the nonemptiness and compactness for the weakly efficient solution set of a convex vector set-valued optimization problem (with or without cone constraints) can be exactly characterized as those of a family of linearly scalarized convex set-valued optimization problems and the well-posedness of the original problem.     

广义的Arrow-Barankin-Blackwell定理

本文首次引进了凸锥广义基的概念,然后将局部凸空间的Ａｒｒｏｗ－Ｂａｒａｎｋｉｎ－Ｂｌａｃｋｗｅｌｌ定理推广了到序凸锥为非点式锥的情况。     

A cone separation theorem

The notion of separation is extended here to include separation by a cone. It is shown that two closed cones, one of them acute and convex, can be strictly separated by a convex cone, if they have no point in common. As a matter of fact, an infinite number of convex closed acute cones can be constructed so that each of them is a separating cone.The research was done while the author was a visiting professor at the University of British Columbia, Vancouver, British Columbia, Canada.     

Further study on the Levitin-Polyak well-posedness of constrained convex vector optimization problems

In this paper, we first establish characterizations of the nonemptiness and compactness of the set of weakly efficient solutions of a convex vector optimization problem with a general ordering cone (with or without a cone constraint) defined in a finite dimensional space. Using one of the characterizations, we further establish for a convex vector optimization problem with a general ordering cone and a cone constraint defined in a finite dimensional space the equivalence between the nonemptiness and compactness of its weakly efficient solution set and the generalized type I Levitin-Polyak well-posednesses. Finally, for a cone-constrained convex vector optimization problem defined in a Banach space, we derive sufficient conditions for guaranteeing the generalized type I Levitin-Polyak well-posedness of the problem.     

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.     

Nuclear cones in product spaces,pareto efficiency and Ekeland-type variational principles in locally convex spaces

In this article, we present a method to obtain new Ekeland-type variational principles for mappings defined between locally convex spaces. The method is based on a special nuclear cone defined in a product of two locally convex spaces and on Pareto efficiency with respect to this cone.     

Radial symmetry and partially overdetermined problems in a convex cone

We obtain the radial symmetry of the solution to a partially overdetermined boundary value problem in a convex cone in space forms by using the maximum principle for a suitable subharmonic function P and integral identities. In dimension 2, we prove Serrin-type results for partially overdetermined problems outside a convex cone. Furthermore, we obtain a Rellich identity for an eigenvalue problem with mixed boundary conditions in a cone.     

Motzkin decomposition of closed convex sets

Theodore Motzkin proved, in 1936, that any polyhedral convex set can be expressed as the (Minkowski) sum of a polytope and a polyhedral convex cone. This paper provides five characterizations of the larger class of closed convex sets in finite dimensional Euclidean spaces which are the sum of a compact convex set with a closed convex cone. These characterizations involve different types of representations of closed convex sets as the support functions, dual cones and linear systems whose relationships are also analyzed in the paper. The obtaining of information about a given closed convex set F and the parametric linear optimization problem with feasible set F from each of its different representations, including the Motzkin decomposition, is also discussed.     

Extended Lorentz cones and mixed complementarity problems

In this paper we extend the notion of a Lorentz cone in a Euclidean space as follows: we divide the index set corresponding to the coordinates of points in two disjoint classes. By definition a point belongs to an extended Lorentz cone associated with this division, if the coordinates corresponding to one class are at least as large as the norm of the vector formed by the coordinates corresponding to the other class. We call a closed convex set isotone projection set with respect to a pointed closed convex cone if the projection onto the set is isotone (i.e., order preserving) with respect to the partial order defined by the cone. We determine the isotone projection sets with respect to an extended Lorentz cone. In particular, a Cartesian product between an Euclidean space and any closed convex set in another Euclidean space is such a set. We use this property to find solutions of general mixed complementarity problems recursively.     

On the cone of a finite dimensional compact convex set at a point

Four equivalent conditions for a convex cone in a Euclidean space to be an F_σ-set are given. Our result answers in the negative a recent open problem posed by Tam [5], characterizes the barrier cone of a convex set, and also provides an alternative proof for the known characterizations of the inner aperture of a convex set as given by Brønsted [2] and Larman [3].     

Existence and characterization of regions minimizing perimeter under a volume constraint inside Euclidean cones

We study the problem of existence of regions separating a given amount of volume with the least possible perimeter inside a Euclidean cone. Our main result shows that nonexistence for a given volume implies that the isoperimetric profile of the cone coincides with the one of the half-space. This allows us to give some criteria ensuring existence of isoperimetric regions: for instance, local convexity of the cone at some boundary point.

We also characterize which are the stable regions in a convex cone, i.e., second order minima of perimeter under a volume constraint. From this it follows that the isoperimetric regions in a convex cone are the euclidean balls centered at the vertex intersected with the cone.

     

Generalized complementarity problem

A general complementarity problem with respect to a convex cone and its polar in a locally convex, vector-topological space is defined. It is observed that, in this general setting, the problem is equivalent to a variational inequality over a convex cone. An existence theorem is established for this general case, from which several of the known results for the finite-dimensional cases follow under weaker assumptions than have been required previously. In particular, it is shown that, if the given map under consideration is strongly copositive with respect to the underlying convex cone, then the complementarity problem has a solution.This research was partially supported by the Office of Naval Research, Contract No. N-00014-67-A0112-0011, by the Atomic Energy Commission, Contract No. AT[04-3]-326-PA-18, and by the National Science Foundation, Grant No. GP-9329.     

Centers of sets with symmetry or cyclicity properties

We introduce an axiomatic formalism for the concept of the center of a set in a Euclidean space. Then we explain how to exploit possible symmetries and possible cyclicities in the set in order to localize its center. Special attention is paid to the determination of centers in cones of matrices. Despite its highly abstract flavor, our work has a strong connection with convex optimization theory. In fact, computing the so-called “incenter” of a solid closed convex cone is a matter of solving a nonsmooth convex optimization program. On the other hand, the concept of the incenter of a solid closed convex cone has a bearing on the complexity analysis and design of algorithms for convex optimization programs under conic constraints.     

Large deviations for heavy-tailed random elements in convex cones

We prove large deviation results for sums of heavy-tailed random elements in rather general convex cones being semigroups equipped with a rescaling operation by positive real numbers. In difference to previous results for the cone of convex sets, our technique does not use the embedding of cones in linear spaces. Examples include the cone of convex sets with the Minkowski addition, positive half-line with maximum operation and the family of square integrable functions with arithmetic addition and argument rescaling.