Knowledge (XXG)

Dual cone and polar cone

Source 📝

47: 976: 31: 936:. Those authors who define the dual cone as the internal dual cone in a real Hilbert space usually say that a cone is self-dual if it is equal to its internal dual. This is slightly different from the above definition, which permits a change of inner product. For instance, the above definition makes a cone in 484: 688: 1104: 226: 382: 1438: 853: 967:
whose base is the "house": the convex hull of a square and a point outside the square forming an equilateral triangle (of the appropriate height) with one of the sides of the square.
320: 571: 803: 599: 261: 527: 1431: 1013: 135: 959:
are self-dual, as are the cones with ellipsoidal base (often called "spherical cones", "Lorentz cones", or sometimes "ice-cream cones"). So are all cones in
1424: 1399: 1276: 1243: 1199: 1649: 1476: 940:
with ellipsoidal base self-dual, because the inner product can be changed to make the base spherical, and a cone with spherical base in
1346: 1598: 1373: 1327: 1308: 1552: 1522: 1447: 479:{\displaystyle C^{\prime }:=\left\{f\in X^{\prime }:\operatorname {Re} \left(f(x)\right)\geq 0{\text{ for all }}x\in C\right\}} 1537: 1391: 963:
whose base is the convex hull of a regular polygon with an odd number of vertices. A less regular example is the cone in
900: 1686: 956: 1717: 1670: 1665: 1491: 808: 1712: 1707: 1486: 357: 278: 683:{\displaystyle C_{\text{internal}}^{*}:=\left\{y\in X:\langle y,x\rangle \geq 0\quad \forall x\in C\right\}.} 536: 1466: 1231: 768: 234: 735: 1618: 1461: 1578: 1296: 1383: 505: 1532: 1186: 1644: 1562: 1405: 1395: 1369: 1352: 1342: 1323: 1304: 1272: 1239: 1195: 1099:{\displaystyle C^{o}=\left\{y\in X^{*}:\langle y,x\rangle \leq 0\quad \forall x\in C\right\}.} 221:{\displaystyle C^{*}=\left\{y\in X^{*}:\langle y,x\rangle \geq 0\quad \forall x\in C\right\},} 1588: 1547: 1517: 1512: 1264: 1628: 1145: 116: 70: 58:. The dual cone and the polar cone are symmetric to each other with respect to the origin. 46: 975: 1608: 1603: 1583: 1557: 1542: 1527: 1496: 727: 30: 1701: 929: 582: 1416: 1394:. Vol. 8 (Second ed.). New York, NY: Springer New York Imprint Springer. 1109:
It can be seen that the polar cone is equal to the negative of the dual cone, i.e.
932:⟨⋅,⋅⟩ such that the internal dual cone relative to this inner product is equal to 112: 105: 1471: 341: 329: 264: 74: 1613: 1481: 760: 731: 589:
equipped with the Euclidean inner product) to be what is sometimes called the
337: 123: 1409: 1356: 1341:. Pure and applied mathematics (Second ed.). Boca Raton, FL: CRC Press. 1623: 1150: 1129: 491: 1268: 1221:
Iochum, Bruno, "Cônes autopolaires et algèbres de Jordan", Springer, 1984.
581:
Alternatively, many authors define the dual cone in the context of a real
17: 948: 98: 1168: 1166: 974: 45: 29: 1420: 1238:. Princeton, NJ: Princeton University Press. pp. 121–122. 558: 545: 514: 415: 391: 1364:
Ramm, A.G. (2000). Shivakumar, P.N.; Strauss, A.V. (eds.).
372:
is the following set of continuous linear functionals on
895:
is the closure of the smallest convex cone containing
1016: 811: 771: 718:
if and only if both of the following conditions hold:
602: 539: 508: 385: 281: 237: 138: 1320:
Duality in optimization and variational inequalities
1679: 1658: 1637: 1571: 1505: 1454: 1368:. Providence, R.I.: American Mathematical Society. 1261:
Infinite Dimensional Analysis: A Hitchhiker's Guide
751:
lie on the same side of that supporting hyperplane.
1098: 847: 797: 682: 565: 521: 478: 314: 255: 220: 1185:Boyd, Stephen P.; Vandenberghe, Lieven (2004). 1337:Narici, Lawrence; Beckenstein, Edward (2011). 1194:. Cambridge University Press. pp. 51–53. 1432: 1172: 8: 1066: 1054: 848:{\displaystyle C_{2}^{*}\subseteq C_{1}^{*}} 650: 638: 294: 282: 250: 238: 188: 176: 360:over the real or complex numbers, then the 1439: 1425: 1417: 1322:. London; New York: Taylor & Francis. 706:is a cone, the following properties hold: 1045: 1021: 1015: 839: 834: 821: 816: 810: 789: 776: 770: 612: 607: 601: 557: 544: 538: 513: 507: 457: 414: 390: 384: 280: 236: 167: 143: 137: 315:{\displaystyle \langle y,x\rangle =y(x)} 1259:Aliprantis, C.D.; Border, K.C. (2007). 1162: 577:In a Hilbert space (internal dual cone) 566:{\displaystyle C^{\prime }=X^{\prime }} 1301:Excursions into combinatorial geometry 1128:, the polar cone is equivalent to the 1263:(3 ed.). Springer. p. 215. 7: 1366:Operator theory and its applications 979:The polar of the closed convex cone 798:{\displaystyle C_{1}\subseteq C_{2}} 256:{\displaystyle \langle y,x\rangle } 1299:; Martini, H.; Soltan, P. (1997). 1076: 660: 198: 25: 1448:Ordered topological vector spaces 874:contains no line in its entirety. 698:Using this latter definition for 69:are closely related concepts in 1318:Goh, C. J.; Yang, X.Q. (2002). 1075: 944:is equal to its internal dual. 659: 197: 957:positive semidefinite matrices 443: 437: 309: 303: 1: 1538:Locally convex vector lattice 901:hyperplane separation theorem 881:is a cone and the closure of 348:In a topological vector space 1386:; Wolff, Manfred P. (1999). 862:has nonempty interior, then 529:will be a convex cone. If 522:{\displaystyle C^{\prime }} 27:Concepts in convex analysis 1734: 1492:Topological vector lattice 983:is the closed convex cone 1572:Types of elements/subsets 1388:Topological Vector Spaces 1339:Topological Vector Spaces 1173:Schaefer & Wolff 1999 1120:For a closed convex cone 1487:Positive linear operator 928:can be equipped with an 358:topological vector space 1467:Partially ordered space 1232:Rockafellar, R. Tyrrell 1638:Topologies/Convergence 1506:Types of orders/spaces 1303:. New York: Springer. 1100: 988: 899:(a consequence of the 889:has nonempty interior. 849: 799: 684: 567: 523: 480: 316: 257: 222: 59: 43: 1269:10.1007/3-540-29587-9 1101: 978: 955:and the space of all 850: 800: 685: 568: 524: 481: 317: 258: 223: 49: 33: 1687:Freudenthal spectral 1619:Quasi-interior point 1462:Ordered vector space 1014: 809: 769: 702:, we have that when 600: 537: 506: 383: 279: 235: 136: 1384:Schaefer, Helmut H. 1188:Convex Optimization 1175:, pp. 215–222. 844: 826: 730:at the origin of a 617: 459: for all  54:and its polar cone 1718:Linear programming 1096: 989: 916:in a vector space 845: 830: 812: 795: 710:A non-zero vector 680: 603: 591:internal dual cone 563: 519: 498:. No matter what 476: 312: 253: 218: 60: 44: 38:and its dual cone 1695: 1694: 1645:Order convergence 1563:Regularly ordered 1401:978-1-4612-7155-0 1297:Boltyanski, V. G. 1278:978-3-540-32696-0 1245:978-0-691-01586-6 1201:978-0-521-83378-3 987:, and vice versa. 885:is pointed, then 610: 460: 86:In a vector space 16:(Redirected from 1725: 1589:Lattice disjoint 1548:Order bound dual 1441: 1434: 1427: 1418: 1413: 1379: 1360: 1333: 1314: 1283: 1282: 1256: 1250: 1249: 1228: 1222: 1219: 1213: 1212: 1210: 1208: 1193: 1182: 1176: 1170: 1105: 1103: 1102: 1097: 1092: 1088: 1050: 1049: 1026: 1025: 947:The nonnegative 854: 852: 851: 846: 843: 838: 825: 820: 804: 802: 801: 796: 794: 793: 781: 780: 689: 687: 686: 681: 676: 672: 616: 611: 608: 572: 570: 569: 564: 562: 561: 549: 548: 528: 526: 525: 520: 518: 517: 485: 483: 482: 477: 475: 471: 461: 458: 450: 446: 419: 418: 395: 394: 321: 319: 318: 313: 262: 260: 259: 254: 227: 225: 224: 219: 214: 210: 172: 171: 148: 147: 21: 1733: 1732: 1728: 1727: 1726: 1724: 1723: 1722: 1713:Convex geometry 1708:Convex analysis 1698: 1697: 1696: 1691: 1675: 1654: 1633: 1629:Weak order unit 1594:Dual/Polar cone 1567: 1533:Fréchet lattice 1501: 1450: 1445: 1402: 1382: 1376: 1363: 1349: 1336: 1330: 1317: 1311: 1295: 1292: 1287: 1286: 1279: 1258: 1257: 1253: 1246: 1236:Convex Analysis 1230: 1229: 1225: 1220: 1216: 1206: 1204: 1202: 1191: 1184: 1183: 1179: 1171: 1164: 1159: 1146:Bipolar theorem 1142: 1041: 1034: 1030: 1017: 1012: 1011: 973: 910: 908:Self-dual cones 807: 806: 785: 772: 767: 766: 696: 625: 621: 598: 597: 579: 553: 540: 535: 534: 509: 504: 503: 433: 429: 410: 403: 399: 386: 381: 380: 350: 277: 276: 265:duality pairing 233: 232: 163: 156: 152: 139: 134: 133: 117:Euclidean space 88: 83: 71:convex analysis 28: 23: 22: 15: 12: 11: 5: 1731: 1729: 1721: 1720: 1715: 1710: 1700: 1699: 1693: 1692: 1690: 1689: 1683: 1681: 1677: 1676: 1674: 1673: 1668: 1662: 1660: 1656: 1655: 1653: 1652: 1650:Order topology 1647: 1641: 1639: 1635: 1634: 1632: 1631: 1626: 1621: 1616: 1611: 1609:Order summable 1606: 1604:Order complete 1601: 1596: 1591: 1586: 1584:Cone-saturated 1581: 1575: 1573: 1569: 1568: 1566: 1565: 1560: 1558:Order complete 1555: 1550: 1545: 1543:Normed lattice 1540: 1535: 1530: 1528:Banach lattice 1525: 1520: 1515: 1509: 1507: 1503: 1502: 1500: 1499: 1497:Vector lattice 1494: 1489: 1484: 1479: 1477:Order topology 1474: 1469: 1464: 1458: 1456: 1455:Basic concepts 1452: 1451: 1446: 1444: 1443: 1436: 1429: 1421: 1415: 1414: 1400: 1380: 1374: 1361: 1348:978-1584888666 1347: 1334: 1328: 1315: 1309: 1291: 1288: 1285: 1284: 1277: 1251: 1244: 1223: 1214: 1200: 1177: 1161: 1160: 1158: 1155: 1154: 1153: 1148: 1141: 1138: 1107: 1106: 1095: 1091: 1087: 1084: 1081: 1078: 1074: 1071: 1068: 1065: 1062: 1059: 1056: 1053: 1048: 1044: 1040: 1037: 1033: 1029: 1024: 1020: 972: 969: 920:is said to be 909: 906: 905: 904: 890: 875: 856: 842: 837: 833: 829: 824: 819: 815: 792: 788: 784: 779: 775: 764: 753: 752: 742: 720: 719: 695: 692: 691: 690: 679: 675: 671: 668: 665: 662: 658: 655: 652: 649: 646: 643: 640: 637: 634: 631: 628: 624: 620: 615: 606: 578: 575: 560: 556: 552: 547: 543: 516: 512: 488: 487: 474: 470: 467: 464: 456: 453: 449: 445: 442: 439: 436: 432: 428: 425: 422: 417: 413: 409: 406: 402: 398: 393: 389: 349: 346: 311: 308: 305: 302: 299: 296: 293: 290: 287: 284: 252: 249: 246: 243: 240: 229: 228: 217: 213: 209: 206: 203: 200: 196: 193: 190: 187: 184: 181: 178: 175: 170: 166: 162: 159: 155: 151: 146: 142: 87: 84: 82: 79: 73:, a branch of 26: 24: 14: 13: 10: 9: 6: 4: 3: 2: 1730: 1719: 1716: 1714: 1711: 1709: 1706: 1705: 1703: 1688: 1685: 1684: 1682: 1678: 1672: 1669: 1667: 1664: 1663: 1661: 1657: 1651: 1648: 1646: 1643: 1642: 1640: 1636: 1630: 1627: 1625: 1622: 1620: 1617: 1615: 1612: 1610: 1607: 1605: 1602: 1600: 1597: 1595: 1592: 1590: 1587: 1585: 1582: 1580: 1577: 1576: 1574: 1570: 1564: 1561: 1559: 1556: 1554: 1551: 1549: 1546: 1544: 1541: 1539: 1536: 1534: 1531: 1529: 1526: 1524: 1521: 1519: 1516: 1514: 1511: 1510: 1508: 1504: 1498: 1495: 1493: 1490: 1488: 1485: 1483: 1480: 1478: 1475: 1473: 1470: 1468: 1465: 1463: 1460: 1459: 1457: 1453: 1449: 1442: 1437: 1435: 1430: 1428: 1423: 1422: 1419: 1411: 1407: 1403: 1397: 1393: 1389: 1385: 1381: 1377: 1375:0-8218-1990-9 1371: 1367: 1362: 1358: 1354: 1350: 1344: 1340: 1335: 1331: 1329:0-415-27479-6 1325: 1321: 1316: 1312: 1310:3-540-61341-2 1306: 1302: 1298: 1294: 1293: 1289: 1280: 1274: 1270: 1266: 1262: 1255: 1252: 1247: 1241: 1237: 1233: 1227: 1224: 1218: 1215: 1203: 1197: 1190: 1189: 1181: 1178: 1174: 1169: 1167: 1163: 1156: 1152: 1149: 1147: 1144: 1143: 1139: 1137: 1135: 1131: 1127: 1123: 1118: 1116: 1112: 1093: 1089: 1085: 1082: 1079: 1072: 1069: 1063: 1060: 1057: 1051: 1046: 1042: 1038: 1035: 1031: 1027: 1022: 1018: 1010: 1009: 1008: 1006: 1002: 998: 994: 986: 982: 977: 970: 968: 966: 962: 958: 954: 950: 945: 943: 939: 935: 931: 930:inner product 927: 923: 919: 915: 907: 902: 898: 894: 891: 888: 884: 880: 876: 873: 869: 865: 861: 857: 840: 835: 831: 827: 822: 817: 813: 790: 786: 782: 777: 773: 765: 762: 758: 755: 754: 750: 746: 743: 740: 737: 733: 729: 725: 722: 721: 717: 713: 709: 708: 707: 705: 701: 693: 677: 673: 669: 666: 663: 656: 653: 647: 644: 641: 635: 632: 629: 626: 622: 618: 613: 604: 596: 595: 594: 592: 588: 584: 583:Hilbert space 576: 574: 554: 550: 541: 532: 510: 501: 497: 493: 490:which is the 472: 468: 465: 462: 454: 451: 447: 440: 434: 430: 426: 423: 420: 411: 407: 404: 400: 396: 387: 379: 378: 377: 375: 371: 367: 363: 359: 355: 347: 345: 343: 339: 335: 331: 327: 323: 306: 300: 297: 291: 288: 285: 274: 270: 266: 247: 244: 241: 215: 211: 207: 204: 201: 194: 191: 185: 182: 179: 173: 168: 164: 160: 157: 153: 149: 144: 140: 132: 131: 130: 128: 125: 121: 118: 114: 110: 107: 103: 100: 96: 93: 85: 80: 78: 76: 72: 68: 64: 57: 53: 48: 41: 37: 32: 19: 1680:Main results 1593: 1387: 1365: 1338: 1319: 1300: 1290:Bibliography 1260: 1254: 1235: 1226: 1217: 1205:. Retrieved 1187: 1180: 1133: 1125: 1121: 1119: 1114: 1110: 1108: 1004: 1000: 996: 992: 990: 984: 980: 964: 960: 952: 946: 941: 937: 933: 925: 921: 917: 913: 911: 896: 892: 886: 882: 878: 871: 867: 863: 859: 756: 748: 744: 738: 723: 715: 711: 703: 699: 697: 590: 586: 580: 530: 499: 495: 494:of the set - 489: 373: 369: 365: 364:of a subset 361: 353: 351: 333: 328:is always a 325: 324: 272: 268: 230: 126: 119: 108: 106:linear space 101: 94: 91: 89: 66: 62: 61: 55: 51: 39: 35: 1599:Normal cone 1523:Archimedean 1472:Riesz space 1207:October 15, 1007:is the set 763:and convex. 533:⊆ {0} then 336:is neither 330:convex cone 129:is the set 75:mathematics 1702:Categories 1614:Order unit 1553:Order dual 1482:Order unit 1157:References 1001:polar cone 991:For a set 971:Polar cone 732:hyperplane 694:Properties 332:, even if 124:dual space 67:polar cone 1659:Operators 1624:Solid set 1410:840278135 1357:144216834 1234:(1997) . 1151:Polar set 1130:polar set 1083:∈ 1077:∀ 1070:≤ 1067:⟩ 1055:⟨ 1047:∗ 1039:∈ 922:self-dual 841:∗ 828:⊆ 823:∗ 783:⊆ 667:∈ 661:∀ 654:≥ 651:⟩ 639:⟨ 630:∈ 614:∗ 585:(such as 559:′ 546:′ 515:′ 466:∈ 452:≥ 427:⁡ 416:′ 408:∈ 392:′ 362:dual cone 295:⟩ 283:⟨ 251:⟩ 239:⟨ 205:∈ 199:∀ 192:≥ 189:⟩ 177:⟨ 169:∗ 161:∈ 145:∗ 111:over the 92:dual cone 81:Dual cone 63:Dual cone 18:Dual cone 1666:Positive 1518:AM-space 1513:AL-space 1140:See also 805:implies 736:supports 609:internal 267:between 949:orthant 912:A cone 870:, i.e. 868:pointed 275:, i.e. 263:is the 122:, with 115:, e.g. 1408:  1398:  1372:  1355:  1345:  1326:  1307:  1275:  1242:  1198:  999:, the 761:closed 728:normal 714:is in 340:nor a 338:convex 231:where 99:subset 50:A set 34:A set 1671:State 1192:(pdf) 734:that 726:is a 492:polar 356:is a 113:reals 104:in a 97:of a 1579:Band 1406:OCLC 1396:ISBN 1370:ISBN 1353:OCLC 1343:ISBN 1324:ISBN 1305:ISBN 1273:ISBN 1240:ISBN 1209:2011 1196:ISBN 1132:for 747:and 502:is, 342:cone 271:and 90:The 65:and 1392:GTM 1265:doi 1124:in 1113:= − 1003:of 995:in 951:of 924:if 877:If 866:is 858:If 759:is 352:If 1704:: 1404:. 1390:. 1351:. 1271:. 1165:^ 1136:. 1117:. 872:C* 619::= 593:. 573:. 424:Re 397::= 376:: 368:⊆ 344:. 322:. 77:. 1440:e 1433:t 1426:v 1412:. 1378:. 1359:. 1332:. 1313:. 1281:. 1267:: 1248:. 1211:. 1134:C 1126:X 1122:C 1115:C 1111:C 1094:. 1090:} 1086:C 1080:x 1073:0 1064:x 1061:, 1058:y 1052:: 1043:X 1036:y 1032:{ 1028:= 1023:o 1019:C 1005:C 997:X 993:C 985:C 981:C 965:R 961:R 953:R 942:R 938:R 934:C 926:X 918:X 914:C 903:) 897:C 893:C 887:C 883:C 879:C 864:C 860:C 855:. 836:1 832:C 818:2 814:C 791:2 787:C 778:1 774:C 757:C 749:C 745:y 741:. 739:C 724:y 716:C 712:y 704:C 700:C 678:. 674:} 670:C 664:x 657:0 648:x 645:, 642:y 636:: 633:X 627:y 623:{ 605:C 587:R 555:X 551:= 542:C 531:C 511:C 500:C 496:C 486:, 473:} 469:C 463:x 455:0 448:) 444:) 441:x 438:( 435:f 431:( 421:: 412:X 405:f 401:{ 388:C 374:X 370:X 366:C 354:X 334:C 326:C 310:) 307:x 304:( 301:y 298:= 292:x 289:, 286:y 273:X 269:X 248:x 245:, 242:y 216:, 212:} 208:C 202:x 195:0 186:x 183:, 180:y 174:: 165:X 158:y 154:{ 150:= 141:C 127:X 120:R 109:X 102:C 95:C 56:C 52:C 42:. 40:C 36:C 20:)

Index

Dual cone


convex analysis
mathematics
subset
linear space
reals
Euclidean space
dual space
duality pairing
convex cone
convex
cone
topological vector space
polar
Hilbert space
normal
hyperplane
supports
closed
hyperplane separation theorem
inner product
orthant
positive semidefinite matrices

polar set
Bipolar theorem
Polar set

Text is available under the Creative Commons Attribution-ShareAlike License. Additional terms may apply.