Factorization through Lorentz cones

A pair of proper cones $(\mathsf{C}_1,\mathsf{C}_2)$ is said to have the Lorentz factorization property (LFP) if every $(\mathsf{C}_1,\mathsf{C}_2)$-positive map factors through a direct sum of Lorentzian cones, i.e., cones over Euclidean balls. Clearly, $(\mathsf{C}_1,\mathsf{C}_2)$ has the LFP if either $\mathsf{C}_1$ or $\mathsf{C}_2$ is a direct sum of Lorentzian cones, and our main goal is to find other examples. We show that such examples cannot be found for pairs $(\mathsf{C}_1,\mathsf{C}_2)$ where $\mathsf{C}_1=\mathsf{C}_2$, or in the case where both $\mathsf{C}_1$ and $\mathsf{C}_2$ are polyhedral. We also focus on the case where $\mathsf{C}_1=\mathsf{C}_\square$ is the square-based cone in $\mathbf{R}^3$. Here, we show that $(\mathsf{C}_\square,\mathsf{C})$ has the LFP whenever $\mathsf{C}$ is a symmetric cone, i.e., a direct sum of Lorentz cones, cones of positive semidefinite matrices over the real numbers, complex numbers or quaternions, and the cone of $3\times 3$ positive semidefinite matrices over the octonions. We leave open the question whether there are more examples, but we show that this list cannot be extended by any strictly convex cone $\mathsf{C}$ or for a cone $\mathsf{C}$ with $\text{dim}(\mathsf{C})\leq 5$. Finally, we discuss an application to a problem in quantum information theory.