Skip to main content
Log in

Critical angles in polyhedral convex cones: numerical and statistical considerations

  • Full Length Paper
  • Series B
  • Published:
Mathematical Programming Submit manuscript

Abstract

This work concerns the numerical computation of critical angles in polyhedral convex cones. The set of proper critical angles is evaluated explicitly by solving a series of generalized eigenvalue problems involving the generators of the cone. The local maximal angles are identified by using a necessary condition for local maximality. The expected numbers of critical angles in random polyhedral convex cones are estimated experimentally.

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

Access this article

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

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  1. Barker G.P.: Theory of cones. Linear. Algebra. Appl. 39, 263–291 (1981)

    Article  MATH  MathSciNet  Google Scholar 

  2. Cottle R.W., Pang J.S., Stone R.E.: The Linear Complementarity Problem. Academic Press, Boston (1992)

    MATH  Google Scholar 

  3. Dykstra R.L., Lemke J.H.: Duality of I projections and maximum likelihood estimation for log-linear models under cone constraints. J. Am. Stat. Assoc. 83, 546–554 (1988)

    Article  MATH  MathSciNet  Google Scholar 

  4. Gao W., Shi N.Z.: I-projection onto isotonic cones and its applications to maximum likelihood estimation for log-linear models. Ann. Inst. Stat. Math. 55, 251–263 (2003)

    MATH  MathSciNet  Google Scholar 

  5. Iusem A., Seeger A.: On pairs of vectors achieving the maximal angle of a convex cone. Math. Program. 104, 501–523 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  6. Iusem A., Seeger A.: Axiomatization of the index of pointedness for closed convex cones. Comput. Appl. Math. 24, 245–283 (2005)

    Article  MathSciNet  Google Scholar 

  7. Iusem A., Seeger A.: On convex cones with infinitely many critical angles. Optimization 56, 115–128 (2007)

    Article  MATH  MathSciNet  Google Scholar 

  8. Iusem A., Seeger A.: Searching for critical angles in a convex cone. Math. Program. 120, 3–25 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  9. Iusem A., Seeger A.: Antipodal pairs, critical pairs, and Nash angular equilibria in convex cones. Optim. Meth. Software 23, 73–93 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  10. Marsaglia G.: Choosing a point from the surface of a sphere. Ann. Math. Stat. 43, 645–646 (1972)

    Article  MATH  Google Scholar 

  11. Muller M.E.: A note on a method for generating points uniformly on N-dimensional spheres. Comm. Assoc. Comput. Mach. 2, 19–20 (1959)

    MATH  Google Scholar 

  12. Peña J., Renegar J.: Computing approximate solutions for conic systems of constraints. Math. Program. 87, 351–383 (2000)

    Article  MATH  MathSciNet  Google Scholar 

  13. Rappaz J., Picasso M.: Introduction à l’Analyse Numérique. Presses Polytechniques et Universitaires Romandes, Lausanne (1998)

    MATH  Google Scholar 

  14. Schatzman M.: Analyse Numérique. InterEditions, Paris (1991)

    MATH  Google Scholar 

  15. Tarazaga P.: Faces of the cone of Euclidean distance matrices: characterizations, structure and induced geometry. Linear. Algebra. Appl. 408, 1–13 (2005)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Daniel Gourion.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Gourion, D., Seeger, A. Critical angles in polyhedral convex cones: numerical and statistical considerations. Math. Program. 123, 173–198 (2010). https://doi.org/10.1007/s10107-009-0317-2

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10107-009-0317-2

Mathematics Subject Classification (2000)

Navigation