We provide a complete answer to the problem which consists in finding an unpointed convex cone lying at minimal bounded Pompeiu–Hausdorff distance from a pointed one. We give also a simple and useful characterization of the radius of pointedness of a convex cone. A corresponding characterization for the radius of solidity of a convex cone is then derived by using a duality argument. c © 2007 El...

In this paper we study a special class of convex optimization problems called conically ordered convex programs (COCP), where the feasible region is given as the level set of a vector-valued nonlinear mapping, expressed as a nonnegative combination of convex functions. The nonnegativity of the vectors is defined using a pre-described conic ordering. The new model extends the ordinary convex pro...

We study the convexity property of the set QF of arbitrage-free prices of a multiperiod financial structure F . The set of arbitrage-free prices is shown to be a convex cone under conditions on the financial stucture F that hold in particular for short lived assets. Furthermore, we provide examples of equivalent financial structures F and F ′ such that QF is a convex cone, but QF ′ is neither c...

in this paper, we first introduce some function spaces, with certain locally convex topologies, closely  related to the space of real-valued continuous functions on $x$,  where $x$ is a $c$-distinguished topological space. then, we show that their dual spaces can be identified in a natural way with certain spaces of radon measures.

in this paper, we investigate the concept of topological stationary for locally compact semigroups. in [4], t. mitchell proved that a semigroup s is right stationary if and only if m(s) has a left invariant mean. in this case, the set of values ?(f) where ? runs over all left invariant means on m(s) coincides with the set of constants in the weak* closed convex hull of right translates of f. th...

The paper is devoted to the investigation of directional derivatives and the cone of decrease directions for convex operators on Banach spaces. We prove a condition for the existence of directional derivatives which does not assume regularity of the ordering cone K. This result is then used to prove that for continuous convex operators the cone of decrease directions can be represented in terms...

A function f is said to be cone superadditive if there exists a partition of R into a family of polyhedral convex cones such that f(z + x) + f(z + y) ≤ f(z) + f(z + x+ y) holds whenever x and y belong to the same cone in the family. This concept is useful in nonlinear integer programming in that, if the objective function is cone superadditive, the global minimality can be characterized by loca...

Based on the notion of plane asymptote, we introduce new concept cone asymptote a set in n-dimensional Euclidean space. We discuss existence and describe some families asymptotes.

This paper addresses the problem of testing simple hypotheses about the mean of a bivariate normal distribution with identity covariance matrix against restricted alternatives. The LRTs and their power functions for such types of hypotheses are derived. Furthermore, through some elementary calculus, it is shown that the power function of the LRT satisfies certain monotonicity and symmetry p...