# Convex cones

(Difference between revisions)
 Revision as of 18:33, 1 October 2008 (edit)← Previous diff Revision as of 18:43, 1 October 2008 (edit) (undo)Next diff → Line 2: Line 2: $\Gamma_{1\,},\Gamma_2\in\mathcal{K}~\Rightarrow~\zeta_{\,}\Gamma_1+_{_{}}\xi_{\,}\Gamma_2 [itex]\Gamma_{1\,},\Gamma_2\in\mathcal{K}~\Rightarrow~\zeta_{\,}\Gamma_1+_{_{}}\xi_{\,}\Gamma_2 - \in_{_{}}\overline{\mathcal{K}}\textrm{~~for all~\,}\zeta_{\,},\xi\geq0$ + \in_{_{}}\overline{\mathcal{K}}\textrm{~~for all~\,}\zeta_{\,},\xi\geq0.[/itex] Apparent from this definition, $\zeta_{\,}\Gamma_{1\!}\in\overline{\mathcal{K}}$ Apparent from this definition, $\zeta_{\,}\Gamma_{1\!}\in\overline{\mathcal{K}}$ and $\xi_{\,}\Gamma_2\in_{}\overline{\mathcal{K}}$ for all $\zeta_{\,},\xi_{\!}\geq_{\!}0_{}$. and $\xi_{\,}\Gamma_2\in_{}\overline{\mathcal{K}}$ for all $\zeta_{\,},\xi_{\!}\geq_{\!}0_{}$. + The set $\mathcal{K}$ is convex since, for any particular $\zeta_{\,},\xi\geq0$ The set $\mathcal{K}$ is convex since, for any particular $\zeta_{\,},\xi\geq0$ Line 12: Line 13: because $\mu\,\zeta_{\,},(1-\mu)_{\,}\xi\geq0_{}$. because $\mu\,\zeta_{\,},(1-\mu)_{\,}\xi\geq0_{}$. - Obviously, + Obviously, the set of all convex cones is a proper subset of all cones. - $\{\mathcal{X}\}\supset\{\mathcal{K}\}$ - - the set of all convex cones is a \emph{proper subset} of all cones. The set of convex cones is a narrower but more familiar class of cone, any member of which can be The set of convex cones is a narrower but more familiar class of cone, any member of which can be - equivalently described as the intersection of + equivalently described as the intersection of a possibly (but not necessarily) infinite number of hyperplanes (through the origin) - a possibly (but not necessarily) infinite number of hyperplanes (through the origin) + and halfspaces whose bounding hyperplanes pass through the origin; a halfspace-description. and halfspaces whose bounding hyperplanes pass through the origin; a halfspace-description. - Interior of a convex cone is possibly empty. + Interior of a convex cone is possibly empty. Familiar examples of convex cones include an unbounded ''ice-cream cone'' united with its interior Familiar examples of convex cones include an unbounded ''ice-cream cone'' united with its interior Line 33: Line 30: Esoteric examples of convex cones include Esoteric examples of convex cones include the point at the origin, any line through the origin, any ray having the origin as base the point at the origin, any line through the origin, any ray having the origin as base - such as the nonnegative real line $\reals_+$ in subspace $\reals\,$, + such as the nonnegative real line $\reals_+$ in subspace $\reals\,$, any halfspace partially bounded by a hyperplane through the origin, any halfspace partially bounded by a hyperplane through the origin, the positive semidefinite cone $\mathbb{S}_+^M$, the positive semidefinite cone $\mathbb{S}_+^M$, - the cone of Euclidean distance matrices, + the cone of Euclidean distance matrices $\mathbb{EDM}^N$, - any subspace, and Euclidean vector space $\reals^n$. + any subspace, and Euclidean vector space $\reals^n$.

## Revision as of 18:43, 1 October 2008

We call the set $LaTeX: \mathcal{K}_{\!}\subseteq_{\!}\reals^M$ a convex cone iff

$LaTeX: \Gamma_{1\,},\Gamma_2\in\mathcal{K}~\Rightarrow~\zeta_{\,}\Gamma_1+_{_{}}\xi_{\,}\Gamma_2 \in_{_{}}\overline{\mathcal{K}}\textrm{~~for all~\,}\zeta_{\,},\xi\geq0.$

Apparent from this definition, $LaTeX: \zeta_{\,}\Gamma_{1\!}\in\overline{\mathcal{K}}$ and $LaTeX: \xi_{\,}\Gamma_2\in_{}\overline{\mathcal{K}}$ for all $LaTeX: \zeta_{\,},\xi_{\!}\geq_{\!}0_{}$.

The set $LaTeX: \mathcal{K}$ is convex since, for any particular $LaTeX: \zeta_{\,},\xi\geq0$

$LaTeX: \mu\,\zeta_{\,}\Gamma_1\,+\,(1-\mu)_{\,}\xi_{\,}\Gamma_2\in_{}\overline{\mathcal{K}}\quad\forall\,\mu\in_{}[0_{},1]$

because $LaTeX: \mu\,\zeta_{\,},(1-\mu)_{\,}\xi\geq0_{}$.

Obviously, the set of all convex cones is a proper subset of all cones.

The set of convex cones is a narrower but more familiar class of cone, any member of which can be equivalently described as the intersection of a possibly (but not necessarily) infinite number of hyperplanes (through the origin) and halfspaces whose bounding hyperplanes pass through the origin; a halfspace-description.

Interior of a convex cone is possibly empty.

Familiar examples of convex cones include an unbounded ice-cream cone united with its interior (a.k.a: second-order cone, quadratic cone, circular cone, Lorentz cone),

$LaTeX: \mathcal{K}_\ell=\left\{\left[\begin{array}{c}x\\t\end{array}\right]\!\in\reals^n\!\times\reals ~|~\|x\|_\ell\leq_{}t\right\}~,\qquad\ell\!=\!2$

and any polyhedral cone; e.g., any orthant generated by Cartesian half-axes. Esoteric examples of convex cones include the point at the origin, any line through the origin, any ray having the origin as base such as the nonnegative real line $LaTeX: \reals_+$ in subspace $LaTeX: \reals\,$, any halfspace partially bounded by a hyperplane through the origin, the positive semidefinite cone $LaTeX: \mathbb{S}_+^M$, the cone of Euclidean distance matrices $LaTeX: \mathbb{EDM}^N$, any subspace, and Euclidean vector space $LaTeX: \reals^n$.