The Monotone Extended Second-Order Cone and Mixed Complementarity Problems

In this paper, we study a new generalization of the Lorentz cone $$\mathcal{L}^n_+$$ L + n , called the monotone extended second-order cone (MESOC). We investigate basic properties of MESOC including computation of its Lyapunov rank and proving its reducibility. Moreover, we show that in an ambient space, a cylinder is an isotonic projection set with respect to MESOC. We also examine a nonlinear complementarity problem on a cylinder, which is equivalent to a suitable mixed complementarity problem, and provide a computational example illustrating applicability of MESOC.

SPECIAL VINBERG CONES

The paper is devoted to the generalization of the Vinberg theory of homogeneous convex cones. Such a cone is described as the set of “positive definite matrices” in the Vinberg commutative algebra ℋn of Hermitian T-matrices. These algebras are a generalization of Euclidean Jordan algebras and consist of n × n matrices A = (aij), where aii ∈ ℝ, the entry aij for i < j belongs to some Euclidean vector space (Vij ; 𝔤) and $$ {a}_{ji}={a}_{ij}^{\ast }=\mathfrak{g}\left({a}_{ij},\cdot \right)\in {V}_{ij}^{\ast } $$ a ji = a ij ∗ = g a ij ⋅ ∈ V ij ∗ belongs to the dual space $$ {V}_{ij}^{\ast }. $$ V ij ∗ . The multiplication of T-Hermitian matrices is defined by a system of “isometric” bilinear maps Vij × Vjk → Vij ; i < j < k, such that |aij ⋅ ajk| = |aij| ⋅ |aik|, alm ∈ Vlm. For n = 2, the Hermitian T-algebra ℋn= ℋ2 (V) is determined by a Euclidean vector space V and is isomorphic to a Euclidean Jordan algebra called the spin factor algebra and the associated homogeneous convex cone is the Lorentz cone of timelike future directed vectors in the Minkowski vector space ℝ1,1⊕ V . A special Vinberg Hermitian T-algebra is a rank 3 matrix algebra ℋ3(V; S) associated to a Clifford Cl(V )-module S together with an “admissible” Euclidean metric 𝔤S.We generalize the construction of rank 2 Vinberg algebras ℋ2(V ) and special Vinberg algebras ℋ3(V; S) to the pseudo-Euclidean case, when V is a pseudo-Euclidean vector space and S = S0 ⊕ S1 is a ℤ2-graded Clifford Cl(V )-module with an admissible pseudo-Euclidean metric. The associated cone 𝒱 is a homogeneous, but not convex cone in ℋm; m = 2; 3. We calculate the characteristic function of Koszul-Vinberg for this cone and write down the associated cubic polynomial. We extend Baez’ quantum-mechanical interpretation of the Vinberg cone 𝒱2 ⊂ ℋ2(V ) to the special rank 3 case.

On a Separation Theorem for Delta-Convex Functions

In the present paper we establish necessary and sufficient conditions under which two functions can be separated by a delta-convex function. This separation will be understood as a separation with respect to the partial order generated by the Lorentz cone. An application to a stability problem for delta-convexity is also given.

The cone of Z-transformations on Lorentz cone

In this paper, the structural properties of the cone of $\calz$-transformations on the Lorentz cone are described in terms of the semidefinite cone and copositive/completely positive cones induced by the Lorentz cone and its boundary. In particular, its dual is described as a slice of the semidefinite cone as well as a slice of the completely positive cone of the Lorentz cone. This provides an example of an instance where a conic linear program on a completely positive cone is reduced to a problem on the semidefinite cone.

Semipositivity of linear maps relative to proper cones in finite dimensional real Hilbert spaces

For a proper cone $K$ in a finite dimensional real Hilbert space $V$, a linear map $L$ is said to be $K$-semipositive if there exists $d \in K^\circ$, the interior of $K$, such that $L(d) \in K^\circ$. The aim of this manuscript is to characterize $K$-semipositivity of linear maps relative to a proper cone. Among several results obtained, $K$-semipositivity is characterized in terms of products of the form $YX^{-1}$ for $K$-positive linear maps ($L(K \setminus \{0\}) \subseteq K^\circ$) with $X$ invertible, semipositivity of matrices relative to the $n$-dimensional Lorentz cone $\mathcal{L}^n_{+}$ is characterized, semipositivity of the following three linear maps relative to the cone $\mathcal{S}^n_{+}$: $X \mapsto AXB$ (denoted by $M_{A,B}$), $X \mapsto AXB + B^tXA^t$ (denoted by $L_{A,B}$), where $A, B \in M_n(\reals)$, and $X \mapsto X - AXA^t$ (denoted by $S_A$, known as the Stein transformation) is characterized. It is also proved that $M_{A,B}$ is semipositive if and only if $B = \alpha A^t$ for some $\alpha > 0$, the map $L_{A,B}$ is semipositive if and only if $A(B^t)^{-1}$ is positive stable. A particular case of the new result generalizes Lyapunov's theorem. Decompositions of the above maps (when they are semipositive) in the form $L_1L_2^{-1}$, where $L_1$ and $L_2$ are both positive and invertible (assuming $A$ is invertible in the case of $S_A$) are presented. Moreover, a question on invariance of the semipositive cone $\mathcal{K}_A$ of a matrix under $A$ is partially answered.