Local Isoperimetric Inequalities for Sectors on Surfaces and Cones

On surfaces we give conditions under which the solution of a restricted local isoperimetric problem for sectors with small solid angle is the circular sector and we characterize these surfaces. Also we study this problem for general spherical cones on hypersurfaces in higher dimensional Riemannian manifolds.     

A Graph Theoretic Approach to Strong Monotonicity with respect to Polyhedral Cones

Consider the flow _t for the system of differential equations , x, ⁿ, open. Let K(t) be an expanding polyhedral cone of constant dimension, k be a unit vector in K(0), and x ₀. A sufficient condition for K(t) for t0 is that there exists an l so that Df(_t(x₀))+lI leaves K(t) invariant for all t0. If in addition (Df(_t(x₀))+lI)^n-1 takes k into the relative interior of K(t) for all t>0 then is in the relative interior of K(t) for all t>0. The latter condition for strong monotonicity may be cumbersome to check; a graph theoretic condition which can replace it is presented in this paper. Knowledge of the facial structure of K(t) is required. The results contained in this paper are extensions of the Kamke-Müller theorem and Hirsch's theorem for strong monotone flows. Applications from chemical kinetics and epidemiology are considered.     

On Transformations and Determinants of Wishart Variables on Symmetric Cones

Let x and y be independent Wishart random variables on a simple Jordan algebra V. If c is a given idempotent of V, write for the decomposition of x in where V(c,) equals the set of v such that cv=v. In this paper we compute E(det(ax+by)) and some generalizations of it (Theorems 5 and 6). We give the joint distribution of (x ₁, x ₁₂, y ₀) where and P is the quadratic representation in V. In statistics, if x is a real positive definite matrix divided into the blocks x ₁₁, x ₁₂, x ₂₁, x ₂₂, then y ₀ is equal to . We also compute the joint distribution of the eigenvalues of x (Theorem 9). These results have been known only when V is the algebra of Hermitian matrices with entries in the real or the complex field. To obtain our results, we need to prove several new results on determinants in Jordan algebras. They include in particular extensions of some classical parts of linear algebra like Leibnitz's determinant formula (Proposition 2) or Schur's complement (Eqs. (3.3) and (3.6)).     

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.     

A Characterization of Generalized Monotone Normed Cones

Let C be a cone and consider a quasi-norm p defined on it. We study the structure of the couple （C, p） as a topological space in the case where the function p is also monotone. We characterize when the topology of a quasi-normed cone can be defined by means of a monotone norm. We also define and study the dual cone of a monotone normed cone and the monotone quotient of a general cone. We provide a decomposition theorem which allows us to write a cone as a direct sum of a monotone subcone that is isomorphic to the monotone quotient and other particular subcone.     

On Totally Ordered Rings Whose Positive Cones are Finitely Generated

This paper is mainly dealt with the structure of totally ordered rings (t.o. rings) whose positive cones are finitely generated as multiplicative right ideals.AMS Subject Classification (1991): 16W80, 13J25     

Recursive Construction of Optimal Self-Concordant Barriers for Homogeneous Cones

We give a recursive formula for optimal dual barrier functions on homogeneous cones. This is done in a way similar to the primal construction of Güler and Tunçel (Math. Program. 81(1):55–76, 1998) by means of the dual Siegel cone construction of Rothaus (Bull. Am. Math. Soc. 64:85–86, 1958). We use invariance of the primal barrier function with respect to a transitive subgroup of automorphisms and the properties of the duality mapping, which is a bijection between the primal and the dual cones. We give simple direct proofs of self-concordance of the primal optimal barrier and provide an alternative expression for the dual universal barrier function.     

Representation of Infinitely Divisible Distributions on Cones

We investigate infinitely divisible distributions on cones in Fréchet spaces. We show that every infinitely divisible distribution concentrated on a normal cone has the regular Lévy–Khintchine representation if and only if the cone is regular. These results are relevant to the study of multidimensional subordination. Research of J. Rosiński supported by a grant from the National Science Foundation.     

Self-Scaled Barrier Functions on Symmetric Cones and Their Classification

Self-scaled barrier functions on self-scaled cones were axiomatically introduced by Nesterov and Todd in 1994 as a tool for the construction of primal—dual long-step interior point algorithms. This paper provides firm foundations for these objects by exhibiting their symmetry properties, their close ties with the symmetry groups of their domains of definition, and subsequently their decomposition into irreducible parts and their algebraic classification theory. In the first part we recall the characterization of the family of self-scaled cones as the set of symmetric cones and develop a primal—dual symmetric viewpoint on self-scaled barriers, results that were first discovered by the second author. We then show in a short, simple proof that any pointed, convex cone decomposes into a direct sum of irreducible components in a unique way, a result which can also be of independent interest. We then proceed to showing that any self-scaled barrier function decomposes, in an essentially unique way, into a direct sum of self-scaled barriers defined on the irreducible components of the underlying symmetric cone. Finally, we present a complete algebraic classification of self-scaled barrier functions using the correspondence between symmetric cones and Euclidean—Jordan algebras. December 5, 1999. Final version received: September 6, 2001.     

一类正则锥在非线性奇异边值中的应用

本文构造了一个新的正则锥,运用非紧减算子的不动点定理,得到了一类非线性奇异边值问题正解的唯一性,改进了有关结果.     

On a Commutative Class of Search Directions for Linear Programming over Symmetric Cones

The commutative class of search directions for semidefinite programming was first proposed by Monteiro and Zhang (Ref. 1). In this paper, we investigate the corresponding class of search directions for linear programming over symmetric cones, which is a class of convex optimization problems including linear programming, second-order cone programming, and semidefinite programming as special cases. Complexity results are established for short-step, semilong-step, and long-step algorithms. Then, we propose a subclass of the commutative class for which we can prove polynomial complexities of the interior-point method using semilong steps and long steps. This subclass still contains the Nesterov–Todd direction and the Helmberg–Rendl–Vanderbei–Wolkowicz/Kojima–Shindoh–Hara/Monteiro direction. An explicit formula to calculate any member of the class is also given.     

A simplified test for optimality

A simplification of recent characterizations of optimality in convex programming involving the cones of decrease and constancy of the objective and constraint functions is presented. In the original characterization due to Ben-Israelet al., optimality was verified or a feasible direction of decrease was determined by considering a number of sets equal to the number of subsets of the set of binding constraints. By first finding the set of constraints which is binding at every feasible point, it is possible to verify optimality or determine a feasible direction of decrease by considering a single set. In the case of faithfully convex functions, this set can be found by solving at mostp systems of linear equations and inequalities, wherep is the number of constraints.This work was partly supported by NSF Grant No. Eng 76-10260.     

Cones with a mapping cone symmetry in the finite-dimensional case

In the finite-dimensional case, we present a new approach to the theory of cones with a mapping cone symmetry, first introduced by Størmer. Our method is based on a definition of an inner product in the space of linear maps between two algebras of operators and the fact that the Jamio?kowski-Choi isomorphism is an isometry. We consider a slightly modified class of cones, although not substantially different from the original mapping cones by Størmer. Using the new approach, several known results are proved faster and often in more generality than before. For example, the dual of a mapping cone turns out to be a mapping cone as well, without any additional assumptions. The main result of the paper is a characterization of cones with a mapping cone symmetry, saying that a given map is an element of such cone if and only if the composition of the map with the conjugate of an arbitrary element in the dual cone is completely positive. A similar result was known in the case where the map goes from an algebra of operators into itself and the cone is a symmetric mapping cone. Our result is proved without the additional assumptions of symmetry and equality between the domain and the target space. We show how it gives a number of older results as a corollary, including an exemplary application.     

Invariant Differential Operators on Symmetric Cones and Hermitian Symmetric Spaces

We give a brief survey on the study of constructions of invariant differential operators on Riemannian symmetric spaces and of combinatorial and analytical properties of their eigenvalues, and pose some open questions.     

Clarke Generalized Jacobian of the Projection onto Symmetric Cones

In this paper, we give an exact expression for Clarke generalized Jacobian of the projection onto symmetric cones, which generalizes and unifies the existing related results on second-order cones and the cones of symmetric positive semi-definite matrices over the reals. Our characterization of the Clarke generalized Jacobian exposes a connection to rank-one matrices.      

Geometric Tomography of Convex Cones

The parallel X-ray of a convex set K⊂ℝ ⁿ in a direction u is the function that associates to each line l, parallel to u, the length of K∩l. The problem of finding a set of directions such that the corresponding X-rays distinguish any two convex bodies has been widely studied in geometric tomography. In this paper we are interested in the restriction of this problem to convex cones, and we are motivated by some applications of this case to the covariogram problem. We prove that the determination of a cone by parallel X-rays is equivalent to the determination of its sections from a different type of tomographic data (namely, point X-rays of a suitable order). We prove some new results for the corresponding problem which imply, for instance, that convex polyhedral cones in ℝ³ are determined by parallel X-rays in certain sets of two or three directions. The obtained results are optimal.     

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.     

Methods of support cones and simplices in convex programming and their applications to physicochemical systems

A variant of the embedding technique proposed earlier by the second author is suggested in which the sets to be embedded are support cones. Replacing the cones by simplices gives a modification with a polynomial convergence rate.     

Another application of Guignard's generalized Kuhn-Tucker conditions

Necessary conditions are given for a real-valued function to have a minimum, subject to a generalized inequality constraint. Under the appropriate hypotheses, the problem is demonstrated to be a special case of the type of problem to which Guignard's Kuhn-Tucker theorem can be applied.The author would like to thank the referee for his valuable suggestions.