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arxiv: 1704.06368 · v2 · pith:26L7TEVMnew · submitted 2017-04-21 · 🧮 math.OC

Facially Dual Complete (Nice) cones and lexicographic tangents

classification 🧮 math.OC
keywords conesconvexfaciallylexicographictangentcompleteconditiondual
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We study the boundary structure of closed convex cones, with a focus on facially dual complete (nice) cones. These cones form a proper subset of facially exposed convex cones, and they behave well in the context of duality theory for convex optimization. Using the well-known and commonly used concept of tangent cones in nonlinear optimization, we introduce some new notions for exposure of faces of convex sets. Based on these new notions, we obtain a necessary condition and a sufficient condition for a cone to be facially dual complete. In our sufficient condition, we utilize a new notion called lexicographic tangent cones (these are a family of cones obtained from a recursive application of the tangent cone concept). Lexicographic tangent cones are related to Nesterov's lexicographic derivatives and to the notion of subtransversality in the context of variational analysis.

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