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arxiv: 1406.1708 · v1 · pith:JWSYZ6MUnew · submitted 2014-06-06 · 🧮 math.OC

Projection of polyhedral cones and linear vector optimization

classification 🧮 math.OC
keywords problemlinearconeoptimizationvectorprojectionconsiderdual
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Consider a polyhedral convex cone which is given by a finite number of linear inequalities. We investigate the problem to project this cone into a subspace and show that this problem is closely related to linear vector optimization: We define a cone projection problem using the data of a given linear vector optimization problem and consider the problem to determine the extreme directions and a basis of the lineality space of the projected cone $K$. The result of this problem yields a solution of the linear vector optimization problem. Analogously, the dual cone projection problem is related to the polar cone of $K$: One obtains a solution of the geometric dual linear vector optimization problem. We sketch the idea of a resulting algorithm for solving arbitrary linear vector optimization problems and provide an alternative proof of the geometric duality theorem based on duality of polytopes.

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