On the closedness of the linear image of a closed convex cone

被引:41
|
作者
Pataki, Gabor [1 ]
机构
[1] Univ N Carolina, Dept Stat & Operat Res, Chapel Hill, NC 27599 USA
关键词
closedness; linear image; closed convex cone; sum of closed convex cones; duality; common root of Slater's condition and polyhedrality;
D O I
10.1287/moor.1060.0242
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
When is the linear image of a closed convex cone closed? We present very simple and intuitive necessary conditions that (1) unify, and generalize seemingly disparate, classical sufficient conditions such as polyhedrality of the cone, and Slater-type conditions; (2) are necessary and sufficient, when the dual cone belongs to a class that we call nice cones (nice cones subsume all cones amenable to treatment by efficient optimization algorithms, for instance, polyhedral, semidefinite, and p-cones); and (3) provide similarly attractive conditions for an equivalent problem: the closedness of the sum of two closed convex cones.
引用
收藏
页码:395 / 412
页数:18
相关论文
共 50 条