In this paper we extend the notion of a Lorentz cone. We call a closed convex set isotone projection set with respect to a pointed closed convex cone if the projection onto the set is isotone (i.e., monotone) with respect to the order defined by the cone. We determine the isotone projection sets with respect to an extended Lorentz cone. In particular a Cartesian product between an Euclidean spa...

Let V be a real linear space. The functor ConvexComb(V ) yielding a set is defined by: (Def. 1) For every set L holds L ∈ ConvexComb(V ) iff L is a convex combination of V . Let V be a real linear space and let M be a non empty subset of V . The functor ConvexComb(M) yielding a set is defined as follows: (Def. 2) For every set L holds L ∈ ConvexComb(M) iff L is a convex combination of M . We no...

In the conic formulation of a convex optimization problem the constraints are expressed as linear inequalities with respect to a possibly non-polyhedral convex cone. This makes it possible to formulate elegant extensions of interior-point methods for linear programming to general nonlinear convex optimization. Recent research on cone programming algorithms has particularly focused on three conv...

We study the convex hull of the intersection of a convex set E and a disjunctive set. This intersection is at the core of solution techniques for Mixed Integer Convex Optimization. We prove that if there exists a cone K (resp., a cylinder C) that has the same intersection with the boundary of the disjunction as E , then the convex hull is the intersection of E with K (resp., C). The existence o...

In this paper we address the basic geometric question of when a given convex set is the image under a linear map of an affine slice of a given closed convex cone. Such a representation or “lift” of the convex set is especially useful if the cone admits an efficient algorithm for linear optimization over its affine slices. We show that the existence of a lift of a convex set to a cone is equival...

In this article, we introduce a new class of ideal convergent sequence spaces using an infinite matrix, Musielak-Orlicz function and a new generalized difference matrix in locally convex spaces. We investigate some linear topological structures and algebraic properties of these spaces. We also give some relations related to these sequence spaces.

We present a new constraint qualification which guarantees strong duality between a cone-constrained convex optimization problem and its Fenchel-Lagrange dual. This result is applied to a convex optimization problem having, for a given nonempty convex cone K , as objective function a K-convex function postcomposed with a K-increasing convex function. For this so-called composed convex optimizat...

The aim of this paper is to characterize in terms of classical (quasi)convexity of extended real-valued functions the set-valued maps which are K-(quasi)convex with respect to a convex cone K. In particular, we recover some known characterizations of K-(quasi)convex vector-valued functions, given by means of the polar cone of K.

A polynomial approach is pursued for locally stabilizing discrete-time linear systems subject to input constraints. Using the Youla-Ku cera parametrization and geometric properties of polyhedra and ellipsoids, the problem of simultaneously deriving a stabilizing controller and the corresponding stability region is cast into standard convex optimization problems solved by linear, second-order co...

Circular programming problems are a new class of convex optimization problems that include second-order cone programming problems as a special case. Alizadeh and Goldfarb [Math. Program. Ser. A 95 (2003) 3-51] introduced primal-dual path-following algorithms for solving second-order cone programming problems. In this paper, we generalize their work by using the machinery of Euclidean Jordan alg...