Mathematics – Optimization and Control
Scientific paper
2006-06-02
Mathematics
Optimization and Control
20 pages
Scientific paper
We consider functions $f(v)=\min_{A\in K}{Av}$ and $g(v)=\max_{A\in K}{Av}$, where $K$ is a finite set of nonnegative matrices and by "min" and "max" we mean coordinate-wise minimum and maximum. We transfer known results about properties of $g$ to $f$. In particular we show existence of nonnegative generalized eigenvectors for $f$, give necessary and sufficient conditions for existence of strictly positive eigenvector for $f$, study dynamics of $f$ on the positive cone. We show the existence and construct matrices $A$ and $B$, possibly not in $K$, such that $f^n(v)\sim A^nv$ and $g^n(v)\sim B^nv$ for any strictly positive vector $v$.
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