Finding a maximal element of a convex set through its characteristic cone: An application to finding a strictly complementary solution
Abstract
In order to express a polyhedron as the (Minkowski) sum of a polytope and a polyhedral cone, Motzkin (1936) made a transition from the polyhedron to a polyhedral cone. Based on his excellent idea, we represent a set by a characteristic cone. By using this representation, we then reach four main results: (i) expressing a closed convex set containing no line as the direct sum of the convex hull of its extreme points and conical hull of its extreme directions, (ii) establishing a convex programming (CP) based framework for determining a maximal element-an element with the maximum number of positive components-of a convex set, (iii) developing a linear programming problem for finding a relative interior point of a polyhedron, and (iv) proposing two procedures for the identification of a strictly complementary solution in linear programming.
Keywords
Cite
@article{arxiv.1503.09014,
title = {Finding a maximal element of a convex set through its characteristic cone: An application to finding a strictly complementary solution},
author = {Mahmood Mehdiloozad and Kaoru Tone and Rahim Askarpour and Mohammad Bagher Ahmadi},
journal= {arXiv preprint arXiv:1503.09014},
year = {2015}
}