Relating homogeneous cones and positive definite cones via T-algebras

被引:34
作者
Chua, CB [1 ]
机构
[1] Univ Waterloo, Dept Combinator & Optimizat, Waterloo, ON N2L 3G1, Canada
关键词
homogeneous cones; T-algebras; positive definite cones;
D O I
10.1137/S1052623402406765
中图分类号
O29 [应用数学];
学科分类号
070104 [应用数学];
摘要
T-algebras are nonassociative algebras defined by Vinberg in the early 1960s for the purpose of studying homogeneous cones. Vinberg defined a cone K(A) for each T-algebra A and proved that every homogeneous cone is isomorphic to one such K(A). We relate each T-algebra A with a space of linear operators in such a way that K(A) is isomorphic to the cone of positive definite self-adjoint operators. Together with Vinberg's result, we conclude that every homogeneous cone is isomorphic to a "slice" of a cone of positive definite matrices.
引用
收藏
页码:500 / 506
页数:7
相关论文
共 4 条
[1]
BEN- TAL A., 2001, MPS SIAM SER OPTIM
[2]
On Nesterov's approach to semi-infinite programming [J].
Faybusovich, L .
ACTA APPLICANDAE MATHEMATICAE, 2002, 74 (02) :195-215
[3]
Characterization of the barrier parameter of homogeneous convex cones [J].
Guler, O ;
Tuncel, L .
MATHEMATICAL PROGRAMMING, 1998, 81 (01) :55-76
[4]
Vinberg E. B., 1963, T MOSCOW MATH SOC, V12, P340