Characterization of Solid Cones

The author gives a dual characterization of solid cones in locally convex spaces. From this the author obtains some criteria for judging convex cones to be solid in various kinds of locally convex spaces. Using a general expression of the interior of a solid cone, the author obtains a number of necessary and sufficient conditions for convex cones to be solid in the framework of Banach spaces. In particular, the author gives a dual relationship between solid cones and generalized sharp cones. The related known results are improved and extended.     

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.     

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.     

Generalized projections, decompositions, and the Pythagorean-type theorem in Banach spaces

In this paper, we investigate new properties of the generalized projection operators on convex closed cones in uniformly convex and uniformly smooth Banach spaces; establish decompositions theorems for arbitrary elements both in primary and dual spaces; and prove the Banach space analogue of the Pythagorean-type theorem. Earlier, all these results were known only in Hilbert spaces.     

Demand functions and reflexivity

In the theory of ordered spaces and in microeconomic theory two important notions, the notion of the base for a cone which is defined by a continuous linear functional and the notion of the budget set are equivalent. In economic theory the maximization of the preference relation of a consumer on any budget set defines the demand correspondence which at any price vector indicates the preferred vectors of goods and this is one of the fundamental notions of this theory. Contrary to the finite-dimensional economies, in the infinite-dimensional ones, the existence of the demand correspondence is not ensured. In this article we show that in reflexive spaces (and in some other classes of Banach spaces), there are only two classes of closed cones, i.e. cones whose any budget set is bounded and cones whose any budget set is unbounded. Based on this dichotomy result, we prove that in the first category of these cones the demand correspondence exists and that it is upper hemicontinuous. We prove also a characterization of reflexive spaces based on the existence of the demand correspondences.     

The area minimizing problem in conformal cones,I

In this paper we study the area minimizing problem in some kinds of conformal cones. This concept is a generalization of the cones in Euclidean spaces and the cylinders in product manifolds. We define a non-closed-minimal (NCM) condition for bounded domains. Under this assumption and other necessary conditions we establish the existence of bounded minimal graphs in mean convex conformal cones. Moreover those minimal graphs are the solutions to corresponding area minimizing problems. We can solve the area minimizing problem in non-mean convex translating conformal cones if these cones are contained in a larger mean convex conformal cones with the NCM assumption. We give examples to illustrate that this assumption can not be removed for our main results.     

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.

     

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.     

Subdifferentials of a minimum time function in Banach spaces

In general Banach space setting, we study the minimum time function determined by a closed convex set K and a closed set S (this function is simply the usual Minkowski function of K if S is the singleton consisting of the origin). In particular we show that various subdifferentials of a minimum time function are representable by virtue of corresponding normal cones of sublevel sets of the function.     

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.     

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.

     

Characterizations for solidness of dual cones with applications

In this paper, some characterizations for the solidness of dual cones are established. As applications, we prove that a Banach space is reflexive if it contains a solid pointed closed convex cone having a weakly compact base, and prove an analogue of a Karamardian’s result for the linear complementarity problem in reflexive Banach spaces. The uniqueness of the solution of the linear complementarity problem is also discussed.     

Nonnegative Moore-Penrose Inverse of Gram Matrices in an Indefinite Inner Product Space

In this paper, we derive necessary and sufficient conditions for the nonnegativity of the Moore-Penrose inverse of a Gram matrix defined in an indefinite inner product space using indefinite matrix multiplication. These conditions include the acuteness of a pair of closed convex cones.     

Some properties of cones in normed spaces and their application to investigating extremal problems

In the present paper, the notions of cones of the same sense and cones of the opposite sense are introduced. The basic properties of these cones are examined. The most essential property is the following: ifX is a Banach space, then, in the dual spaceX*, the algebraic sum of a finite number of weakly * closed convex cones of the same sense is weakly * closed. On the basis of the properties of these cones, some necessary conditions for the existence of extrema in extremal problems are given.     

Cones Admitting Strictly Positive Functionals and Scalarization of Some Vector Optimization Problems

This paper is concerned with cones admitting strictly positive functionals and scalarization methods in multiobjective optimization. Assuming that the ordering cone admits strictly positive functionals or possesses a base in normed spaces or is a supernormal cone in a Banach space, we give scalar and scalar proper representations for vector optimization problems with convex and naturally quasiconvex data.     

Iterative methods for nonlinear complementarity problems on isotone projection cones

In this paper we present a recursion related to a nonlinear complementarity problem defined by a closed convex cone in a Hilbert space and a continuous mapping defined on the cone. If the recursion is convergent, then its limit is a solution of the nonlinear complementarity problem. In the case of isotone projection cones sufficient conditions are given for the mapping so that the recursion to be convergent.     

Duality and existence theory for nondifferentiable programming

Necessary and sufficient conditions of optimality are given for a nonlinear nondifferentiable program, where the constraints are defined via closed convex cones and their polars. These results are then used to obtain an existence theorem for the corresponding stationary point problem, under some convexity and regularity conditions on the functions involved, which also guarantee an optimal solution to the programming problem. Furthermore, a dual problem is defined, and a strong duality theorem is obtained under the assumption that the constraint sets of the primal and dual problems are nonempty.     

Generalized linear complementarity problems

It has been shown by Lemke that if a matrix is copositive plus on ⁿ , then feasibility of the corresponding linear complementarity problem implies solvability. In this article we show, under suitable conditions, that feasibility of ageneralized linear complementarity problem (i.e., defined over a more general closed convex cone in a real Hilbert space) implies solvability whenever the operator is copositive plus on that cone. We show that among all closed convex cones in a finite dimensional real Hilbert Space, polyhedral cones are theonly ones with the property that every copositive plus, feasible GLCP is solvable. We also prove a perturbation result for generalized linear complementarity problems.This research has been partially supported by the Air Force Office of Scientific Research under grants #AFOSR-82-0271 and #AFOSR-87-0350.     

Weighted variational inequalities in normed spaces

In this article, we consider weighted variational inequalities over a product of sets and a system of weighted variational inequalities in normed spaces. We extend most results established in Ansari, Q.H., Khan, Z. and Siddiqi, A.H., (Weighted variational inequalities, Journal of Optimization Theory and Applications, 127(2005), pp. 263–283), from Euclidean spaces ordered by their respective non-negative orthants to normed spaces ordered by their respective non-trivial closed convex cones with non-empty interiors.     

Efficient and weak efficient points in vector optimization with generalized cone convexity

In this paper, we present necessary and sufficient conditions of efficiency and weak efficiency under generalized cone-convexity and cone-subconvexity. The results are stated in partially ordered real linear spaces from a separation theorem between convex cones which need not be solid.