Set of vectors in convex analysis
In mathematics , especially convex analysis , the recession cone of a set
A
{\displaystyle A}
is a cone containing all vectors such that
A
{\displaystyle A}
recedes in that direction. That is, the set extends outward in all the directions given by the recession cone.[ 1]
Mathematical definition
Given a nonempty set
A
⊂ ⊂ -->
X
{\displaystyle A\subset X}
for some vector space
X
{\displaystyle X}
, then the recession cone
recc
-->
(
A
)
{\displaystyle \operatorname {recc} (A)}
is given by
recc
-->
(
A
)
=
{
y
∈ ∈ -->
X
:
∀ ∀ -->
x
∈ ∈ -->
A
,
∀ ∀ -->
λ λ -->
≥ ≥ -->
0
:
x
+
λ λ -->
y
∈ ∈ -->
A
}
.
{\displaystyle \operatorname {recc} (A)=\{y\in X:\forall x\in A,\forall \lambda \geq 0:x+\lambda y\in A\}.}
[ 2]
If
A
{\displaystyle A}
is additionally a convex set then the recession cone can equivalently be defined by
recc
-->
(
A
)
=
{
y
∈ ∈ -->
X
:
∀ ∀ -->
x
∈ ∈ -->
A
:
x
+
y
∈ ∈ -->
A
}
.
{\displaystyle \operatorname {recc} (A)=\{y\in X:\forall x\in A:x+y\in A\}.}
[ 3]
If
A
{\displaystyle A}
is a nonempty closed convex set then the recession cone can equivalently be defined as
recc
-->
(
A
)
=
⋂ ⋂ -->
t
>
0
t
(
A
− − -->
a
)
{\displaystyle \operatorname {recc} (A)=\bigcap _{t>0}t(A-a)}
for any choice of
a
∈ ∈ -->
A
.
{\displaystyle a\in A.}
[ 3]
Properties
If
A
{\displaystyle A}
is a nonempty set then
0
∈ ∈ -->
recc
-->
(
A
)
{\displaystyle 0\in \operatorname {recc} (A)}
.
If
A
{\displaystyle A}
is a nonempty convex set then
recc
-->
(
A
)
{\displaystyle \operatorname {recc} (A)}
is a convex cone .[ 3]
If
A
{\displaystyle A}
is a nonempty closed convex subset of a finite-dimensional Hausdorff space (e.g.
R
d
{\displaystyle \mathbb {R} ^{d}}
), then
recc
-->
(
A
)
=
{
0
}
{\displaystyle \operatorname {recc} (A)=\{0\}}
if and only if
A
{\displaystyle A}
is bounded.[ 1] [ 3]
If
A
{\displaystyle A}
is a nonempty set then
A
+
recc
-->
(
A
)
=
A
{\displaystyle A+\operatorname {recc} (A)=A}
where the sum denotes Minkowski addition .
Relation to asymptotic cone
The asymptotic cone for
C
⊆ ⊆ -->
X
{\displaystyle C\subseteq X}
is defined by
C
∞ ∞ -->
=
{
x
∈ ∈ -->
X
:
∃ ∃ -->
(
t
i
)
i
∈ ∈ -->
I
⊂ ⊂ -->
(
0
,
∞ ∞ -->
)
,
∃ ∃ -->
(
x
i
)
i
∈ ∈ -->
I
⊂ ⊂ -->
C
:
t
i
→ → -->
0
,
t
i
x
i
→ → -->
x
}
.
{\displaystyle C_{\infty }=\{x\in X:\exists (t_{i})_{i\in I}\subset (0,\infty ),\exists (x_{i})_{i\in I}\subset C:t_{i}\to 0,t_{i}x_{i}\to x\}.}
[ 4] [ 5]
By the definition it can easily be shown that
recc
-->
(
C
)
⊆ ⊆ -->
C
∞ ∞ -->
.
{\displaystyle \operatorname {recc} (C)\subseteq C_{\infty }.}
[ 4]
In a finite-dimensional space, then it can be shown that
C
∞ ∞ -->
=
recc
-->
(
C
)
{\displaystyle C_{\infty }=\operatorname {recc} (C)}
if
C
{\displaystyle C}
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
Dieudonné's theorem : Let nonempty closed convex sets
A
,
B
⊂ ⊂ -->
X
{\displaystyle A,B\subset X}
a locally convex space , if either
A
{\displaystyle A}
or
B
{\displaystyle B}
is locally compact and
recc
-->
(
A
)
∩ ∩ -->
recc
-->
(
B
)
{\displaystyle \operatorname {recc} (A)\cap \operatorname {recc} (B)}
is a linear subspace , then
A
− − -->
B
{\displaystyle A-B}
is closed.[ 7] [ 3]
Let nonempty closed convex sets
A
,
B
⊂ ⊂ -->
R
d
{\displaystyle A,B\subset \mathbb {R} ^{d}}
such that for any
y
∈ ∈ -->
recc
-->
(
A
)
∖ ∖ -->
{
0
}
{\displaystyle y\in \operatorname {recc} (A)\backslash \{0\}}
then
− − -->
y
∉
recc
-->
(
B
)
{\displaystyle -y\not \in \operatorname {recc} (B)}
, then
A
+
B
{\displaystyle A+B}
is closed.[ 1] [ 4]
See also
References
^ a b c Rockafellar, R. Tyrrell (1997) [1970]. Convex Analysis . Princeton, NJ: Princeton University Press. pp. 60–76. ISBN 978-0-691-01586-6 .
^ Borwein, Jonathan; Lewis, Adrian (2006). Convex Analysis and Nonlinear Optimization: Theory and Examples (2 ed.). Springer. ISBN 978-0-387-29570-1 .
^ 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 .
^ a b c Kim C. Border . "Sums of sets, etc" (PDF) . Retrieved March 7, 2012 .
^ 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 .
^ 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 .
^ J. Dieudonné (1966). "Sur la séparation des ensembles convexes". Math. Ann. . 163 : 1–3. doi :10.1007/BF02052480 . S2CID 119742919 .