We give an alternative formulation for the so-called closed cone constraint qualification (CCCQ) related to a convex optimization problem in Banach spaces recently introduced in the literature. This new formulation allows to prove in a simple way that (CCCQ) is weaker than some generalized interiorpoint constraint qualifications given in the past. By means of some insights from the theory of co...

We propose and analyse primal-dual interior-point algorithms for convex optimization problems in conic form. The families of algorithms whose iteration complexity we analyse are so-called short-step algorithms. Our iteration complexity bounds match the current best iteration complexity bounds for primal-dual symmetric interior-point algorithm of Nesterov and Todd, for symmetric cone programming...

Let Ω ⊆ Rn be a compact convex set and x be a point in the exterior of Ω. The aperture angle of x relative to Ω is defined as the maximal angle of the smallest closed convex cone that contains Ω − x. This note provides an explicit formula, based on eigenvalues of symmetric matrices, for the aperture angle of a point relative to an ellipsoid.

We discuss some extremality issues concerning the circumradius, the inradius, and the condition number of a closed convex cone in Rn. The condition number refers to the ratio between the circumradius and the inradius. We also study the eccentricity of a closed convex cone, which is a coefficient that measures to which extent the circumcenter differs from the incenter.

In the present paper finite-dimensional, stationary dynamical control systems described by semilinear ordinary differential state equations with multiple point delays in control are considered. Infinite-dimensional semilinear stationary dynamical control systems with single point delay in the control are also discussed. Using a generalized open mapping theorem, sufficient conditions for constra...

In this note, we revisit the classical first order necessary condition in mathematical programming in infinite dimension. The constraint set being defined by C = g−1(K) where g is a smooth map between Banach spaces, and K a closed convex cone, we show that existence of Lagrange-Karush-Kuhn-Tucker multipliers is equivalent to metric subregularity of the multifunction defining the constraint, and...

We express the probability distribution of the solution of a random (standard Gaussian) instance of a convex cone program in terms of the intrinsic volumes and curvature measures of the reference cone. We then compute the intrinsic volumes of the cone of positive semidefinite matrices over the real numbers, over the complex numbers, and over the quaternions in terms of integrals related to Meht...

Notation: The set of real symmetric n ×n matrices is denoted S . A matrix A ∈ S is called positive semidefinite if x Ax ≥ 0 for all x ∈ R, and is called positive definite if x Ax > 0 for all nonzero x ∈ R . The set of positive semidefinite matrices is denoted S and the set of positive definite matrices + n is denoted by S++. The cone S is a proper cone (i.e., closed, convex, pointed, and solid). +

We introduce in this paper the notion of " full nuclear cone " , and we show that a nontrivial full nuclear cone can be associated to any normal cone in a locally convex space. We apply this notion to the study of Pareto efficiency.