On the connection of facially exposed, and nice cones

Details On the connection of facially exposed, and nice cones On the connection of facially exposed, and nice cones

2012-02-18

arxiv.org/abs/1202.4043v2

Mathematics

Optimization and Control

Scientific paper

A closed convex cone K is called nice, if the set K^* + F^\perp is closed for all F faces of K, where K^* is the dual cone of K, and F^\perp is the orthogonal complement of the linear span of F. The niceness property is important for two reasons: it plays a role in the facial reduction algorithm of Borwein and Wolkowicz, and the question whether the linear image of a nice cone is closed also has a simple answer. We prove several characterizations of nice cones and show a strong connection with facial exposedness. We prove that a nice cone must be facially exposed; in reverse, facial exposedness with an added condition implies niceness. We conjecture that nice, and facially exposed cones are actually the same, and give supporting evidence.

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