Abstract
This note addresses the issue of computing the inradius and the circumradius of a convex cone in a Euclidean space. It deals also with the related problem of finding the incenter and the circumcenter of the cone. We work out various examples of convex cones arising in applications.
Similar content being viewed by others
References
Azé, D., Hiriart-Urruty, J.-B.: Optimal Hoffman-type estimates in eigenvalue and semidefinite inequality constraints. J. Glob. Optim. 24, 133–147 (2002)
Barker, G.P., Foran, J.: Self-dual cones in Euclidean spaces. Linear Algebra Appl. 13, 147–155 (1976)
Barker, G.P., Loewy, R.: The structure of cones of matrices. Linear Algebra Appl. 12, 87–94 (1975)
Bauschke, H.H., Kruk, S.G.: Reflection-projection method for convex feasibility problems with an obtuse cone. J. Optim. Theory Appl. 120, 503–531 (2004)
Belloni, A., Freund, R.M.: A geometric analysis of Renegar’s condition number, and its interplay with conic curvature. Math. Program. 119, 95–107 (2009)
Best, M.J., Chakravarti, N.: Active set algorithms for isotonic regression; a unifying framework. Math. Program. 47, 425–439 (1990)
Bishop, E., Phelps, R.R.: The support functionals of a convex set. Proc. Symp. Pure Math. 7, 27–35 (1963)
Boyarshinov, V., Magdon-Ismail, M.: Linear time isotonic and unimodal regression in the L 1 and L ∞ norms. J. Discret. Algorithms 4, 676–691 (2006)
Boyd, S., Vandenberghe, L.: Convex Optimization. Cambridge University Press, Cambridge (2004)
Eichfelder, G., Jahn, J.: Set-semidefinite optimization. J. Convex Anal. 15, 767–801 (2008)
Ellaia, R., Hiriart-Urruty, J.B.: The conjugate of the difference of convex functions. J. Optim. Theory Appl. 49, 493–498 (1986)
Epelman, M., Freund, R.M.: A new condition measure, preconditioners, and relations between different measures of conditioning for conic linear systems. SIAM J. Optim. 12, 627–655 (2002)
Feng, Z.Q., Hjiaj, M., Mróz, Z., de Saxcé, G.: Effect of frictional anisotropy on the quasistatic motion of a deformable solid sliding on a planar surface. Comput. Mech. 37, 349–361 (2006)
Freund, R.M.: On the primal-dual geometry of level sets in linear and conic optimization. SIAM J. Optim. 13, 1004–1013 (2003)
Freund, R.M., Vera, J.R.: Condition-based complexity of convex optimization in conic linear form via the ellipsoid algorithm. SIAM J. Optim. 10, 155–176 (1999)
Gao, W., Shi, N.Z.: I-projection onto isotonic cones and its applications to maximum likelihood estimation for log-linear models. Ann. Inst. Stat. Math. 55, 251–263 (2003)
Goffin, J.L.: The relaxation method for solving systems of linear inequalities. Math. Oper. Res. 5, 388–414 (1980)
Güler, O.: Barrier functions in interior point methods. Math. Oper. Res. 21, 860–885 (1996)
Hall, M.: Combinatorial Theory. Blaisdell Publishing Co., Boston (1967)
Henrion, R., Seeger, A.: On properties of different notions of centers for convex cones. Set-Value Var. Anal. 18, 205–231 (2010)
Hiriart-Urruty, J.B.: A general formula on the conjugate of the difference of functions. Can. Math. Bull. 29, 482–485 (1986)
Hiriart-Urruty, J.B, Seeger, A.: A variational approach to copositive matrices. SIAM Rev. 52 (2010, in press)
Ikramov, K.D., Savel’eva, N.V.: Conditionally definite matrices. J. Math. Sci. 98, 1–50 (2000)
Iusem, A., Seeger, A.: Axiomatization of the index of pointedness for closed convex cones. Comput. Appl. Math. 24, 245–283 (2005)
Iusem, A., Seeger, A.: Measuring the degree of pointedness of a closed convex cone: a metric approach. Math. Nachr. 279, 599–618 (2006)
Iusem, A., Seeger, A.: Angular analysis of two classes of non-polyhedral convex cones: the point of view of optimization theory. Comput. Appl. Math. 26, 191–214 (2007)
Iusem, A., Seeger, A.: Normality and modulability indices. Part I: convex cones in normed spaces. J. Math. Anal. Appl. 338, 365–391 (2008)
Iusem, A., Seeger, A.: Searching for critical angles in a convex cone. Math. Program. 120, 3–25 (2009)
Iusem, A., Seeger, A.: Distances between closed convex cones: old and new results. J. Convex Anal. 17 (2010, in press) (online since 2009)
Jacobson, D.H.: Extensions of Linear-Quadratic Control, Optimization and Matrix Theory. Academic, London (1977)
Jahn, J.: Bishop–Phelps cones in optimization. Int. J. Optim. Theory Methods Appl. 1, 123–139 (2009)
Lewis, A.S.: Convex analysis on the Hermitian matrices. SIAM J. Optim. 6, 164–177 (1996)
Martinez-Legaz, J.E.: On convex and quasiconvex spectral functions. In: Proceed. of the 2nd Catalan Days on Applied Mathematics (Odeillo, 1995), pp. 199–208, Collect. Études, Presses Univ. Perpignan, Perpignan (1995)
Overton, M., Womersley, R.S.: Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices. Math. Program. 62, 321–357 (1993)
Petschke, M.: On a theorem of Arrow, Barankin, and Blackwell. SIAM J. Control Optim. 28, 395–401 (1990)
Pinto da Costa, A., Seeger. A.: Numerical resolution of cone-constrained eigenvalue problems. Comput. Appl. Math. 28, 37–61 (2009)
Rockafellar, R.T.: Convex Analysis. Princeton University Press, Princeton (1970)
Saporta, G.: Probabilités, Analyse des Donnés et Statistique. Editions Technip, Paris (1990)
Shannon, C.: Probability of error for optimal codes in a Gaussian channel. Bell Syst. Tech. J. 38, 611–656 (1959)
Shimizu, S.: A remark on homogeneous convex domains. Nagoya Math. J. 105 , 1–7 (1987)
Stanley, R.P.: Log-concave and unimodal sequences in algebra, combinatorics, and geometry. Graph theory and its applications: East and West (Jinan, 1986). Ann. N.Y. Acad. Sci. 576, 500–535 (1989)
Stern, R.J., Wolkowicz, H.: Exponential nonnegativity on the ice cream cone. SIAM J. Matrix Anal. Appl. 12, 160–165 (1991)
Stern, R.J., Wolkowicz, H.: Invariant ellipsoidal cones. Linear Algebra Appl. 150, 81–106 (1991)
Stout, Q.F.: Unimodal regression via prefix isotonic regression. Comput. Stat. Data Anal. 53, 289–297 (2008)
Toland, J.F.: A duality principle for nonconvex optimisation and the calculus of variations. Arch. Ration. Mech. Anal. 71, 41–61 (1979)
Wang, D.S., Medgyesi-Mitschang, L.N.: Electromagnetic scattering from finite circular and elliptic cones. IEEE Trans. Antennas Propag. 33, 488–497 (1985)
Zhang, H.W., He, S.Y., Li, X.S., Wriggers, P.: A new algorithm for numerical solution of 3D elastoplastic contact problems with orthotropic friction law. Comput. Mech. 34, 1–14 (2004)
Author information
Authors and Affiliations
Corresponding author
Additional information
Dedicated to Jean-Baptiste Hiriart-Urruty on the occasion of his 60th birthday.
Rights and permissions
About this article
Cite this article
Henrion, R., Seeger, A. Inradius and Circumradius of Various Convex Cones Arising in Applications. Set-Valued Anal 18, 483–511 (2010). https://doi.org/10.1007/s11228-010-0150-z
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11228-010-0150-z