Skip to main content
Log in

A general cone decomposition theory based on efficiency

  • Published:
Mathematical Programming Submit manuscript

Abstract

LetK 1 andK 2 be two convex cones in some common vector space. This paper is concerned with the question of finding a ‘good’ decomposition, with respect toK 1 andK 2, of a given element of the Minkowski sumK 1 +K 2. We propose the criterion of efficiency as a measure for the quality of a decomposition. This criterion allows us to set up a framework from which a general cone decomposition theory is then derived.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Subscribe and save

Springer+ Basic
$34.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. M.G. Arsove, “Functions representable as differences of subharmonic functions,”Transactions of the American Mathematical Society 75 (1953) 327–365.

    Google Scholar 

  2. R. Ash,Measure, Integration and Functional Analysis (Academic Press, New York, NY, 1972).

    Google Scholar 

  3. J.M. Borwein, “On the existence of Pareto efficient points,”Mathematics of Operations Research 8 (1983) 64–73.

    Google Scholar 

  4. H.W. Corley, “An existence result for maximization with respect to cones,”Journal of Optimization Theory and Applications 31 (1980) 277–281.

    Google Scholar 

  5. R. Ellaia, “Contribution à l'Analyse et l'Optimisation de Différences de Fonctions Convexes,” Thèse de 3ème Cycle, Université Paul Sabatier (Toulouse, 1984).

    Google Scholar 

  6. P. Hartman, “On functions representable as a difference of convex functions,”Pacific Journal of Mathematics 9 (1959) 707–713.

    Google Scholar 

  7. M.I. Henig, “Existence and characterization of efficient decisions with respect to cones,”Mathematical Programming 23 (1982) 111–116.

    Google Scholar 

  8. J.-B. Hiriart-Urruty, “Generalized differentiability, duality and optimization for problems dealing with differences of convex functions,” in: J. Ponstein, ed.,Convexity and Duality in Optimization (Springer, Berlin, 1985) pp. 37–70.

    Google Scholar 

  9. J.-B. Hiriart-Urruty, “Projection sur un cône convexe fermé d'un espace euclidean. Décomposition orthogonale de Moreau,”Revue de Mathématiques Spéciales 3 (1989) 147–154.

    Google Scholar 

  10. D.H. Jacobson,Extensions of Linear-Quadratic Control, Optimization and Matrix Theory (Academic Press, London, 1977).

    Google Scholar 

  11. J. Jahn,Mathematical Vector Optimization in Partially Ordered Linear Spaces (Verlag Peter Lang, Frankfurt am Main, 1986).

    Google Scholar 

  12. D.T. Luc,Theory of Vector Optimization (Springer, Berlin, 1989).

    Google Scholar 

  13. B. Margolis, “Compact, convex sets in ℝn and a new Banach Lattice (Part I — Theory),”Numerical Functional Analysis and Optimization 11 (1990) 555–576.

    Google Scholar 

  14. J.-J. Moreau, “Décomposition orthogonale d'un espace Hilbertien selon deux cônes mutuellement polaires,”Comptes Rendues de l'Academie des Sciences de Paris 225 (1962) 238–240.

    Google Scholar 

  15. J.-J. Moreau, “Proximité et dualité dans un espace Hilbertien,”Bulletin de la Societé Mathématique de France 93 (1965) 273–299.

    Google Scholar 

  16. H.H. Schaefer,Banach Lattices and Positive Operators (Springer, Berlin, 1974).

    Google Scholar 

  17. W. Stadler, “Fundamentals of multicriteria optimization,” in: W. Stadler, ed.,Multicriteria Optimization in Engineering and in the Sciences (Plenum Press, New York, NY, 1977) pp. 1–25.

    Google Scholar 

  18. A.P. Wierzbicki and S. Kurcyusz, “Projection on a cone, penalty functionals, and duality theory for problems with inequality constraints in Hilbert spaces,”SIAM Journal on Control and Optimization 15 (1977) 25–56.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

Research supported by Dirección General de Investigación Científica y Técnica (DGICYT), under project PS89-0058.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Martínez-Legaz, J.E., Seeger, A. A general cone decomposition theory based on efficiency. Mathematical Programming 65, 1–20 (1994). https://doi.org/10.1007/BF01581687

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01581687

Keywords

Navigation