In mathematics, especially convex analysis, the recession cone of a set is a cone containing all vectors such that recedes in that direction. That is, the set extends outward in all the directions given by the recession cone.[1]

Mathematical definition edit

Given a nonempty set   for some vector space  , then the recession cone   is given by

 [2]

If   is additionally a convex set then the recession cone can equivalently be defined by

 [3]

If   is a nonempty closed convex set then the recession cone can equivalently be defined as

  for any choice of  [3]

Properties edit

  • If   is a nonempty set then  .
  • If   is a nonempty convex set then   is a convex cone.[3]
  • If   is a nonempty closed convex subset of a finite-dimensional Hausdorff space (e.g.  ), then   if and only if   is bounded.[1][3]
  • If   is a nonempty set then   where the sum denotes Minkowski addition.

Relation to asymptotic cone edit

The asymptotic cone for   is defined by

 [4][5]

By the definition it can easily be shown that  [4]

In a finite-dimensional space, then it can be shown that   if   is nonempty, closed and convex.[5] In infinite-dimensional spaces, then the relation between asymptotic cones and recession cones is more complicated, with properties for their equivalence summarized in.[6]

Sum of closed sets edit

  • Dieudonné's theorem: Let nonempty closed convex sets   a locally convex space, if either   or   is locally compact and   is a linear subspace, then   is closed.[7][3]
  • Let nonempty closed convex sets   such that for any   then  , then   is closed.[1][4]

See also edit

References edit

  1. ^ a b c Rockafellar, R. Tyrrell (1997) [1970]. Convex Analysis. Princeton, NJ: Princeton University Press. pp. 60–76. ISBN 978-0-691-01586-6.
  2. ^ Borwein, Jonathan; Lewis, Adrian (2006). Convex Analysis and Nonlinear Optimization: Theory and Examples (2 ed.). Springer. ISBN 978-0-387-29570-1.
  3. ^ a b c d e Zălinescu, Constantin (2002). Convex analysis in general vector spaces. River Edge, NJ: World Scientific Publishing Co., Inc. pp. 6–7. ISBN 981-238-067-1. MR 1921556.
  4. ^ a b c Kim C. Border. "Sums of sets, etc" (PDF). Retrieved March 7, 2012.
  5. ^ a b Alfred Auslender; M. Teboulle (2003). Asymptotic cones and functions in optimization and variational inequalities. Springer. pp. 25–80. ISBN 978-0-387-95520-9.
  6. ^ Zălinescu, Constantin (1993). "Recession cones and asymptotically compact sets". Journal of Optimization Theory and Applications. 77 (1). Springer Netherlands: 209–220. doi:10.1007/bf00940787. ISSN 0022-3239. S2CID 122403313.
  7. ^ J. Dieudonné (1966). "Sur la séparation des ensembles convexes". Math. Ann.. 163: 1–3. doi:10.1007/BF02052480. S2CID 119742919.