English

Facially Dual Complete (Nice) cones and lexicographic tangents

Optimization and Control 2019-03-01 v2

Abstract

We study the boundary structure of closed convex cones, with a focus on facially dual complete (nice) cones. These cones form a proper subset of facially exposed convex cones, and they behave well in the context of duality theory for convex optimization. Using the well-known and commonly used concept of tangent cones in nonlinear optimization, we introduce some new notions for exposure of faces of convex sets. Based on these new notions, we obtain a necessary condition and a sufficient condition for a cone to be facially dual complete. In our sufficient condition, we utilize a new notion called lexicographic tangent cones (these are a family of cones obtained from a recursive application of the tangent cone concept). Lexicographic tangent cones are related to Nesterov's lexicographic derivatives and to the notion of subtransversality in the context of variational analysis.

Keywords

Cite

@article{arxiv.1704.06368,
  title  = {Facially Dual Complete (Nice) cones and lexicographic tangents},
  author = {Vera Roshchina and Levent Tunçel},
  journal= {arXiv preprint arXiv:1704.06368},
  year   = {2019}
}

Comments

23 pages (15 pages + appendix), 10 figures