A \({\mathsf{D}}\)-induced duality and its applications (Q925269)

The paper attempts to extend the notion of duality for convex cones by basing it on a prescribed conic ordering and a fixed bilinear mapping. This is an extension of the standard definition of dual cones, in the sense that the nonnegativity of the inner product is replaced by a pre-specified conic ordering, defined by a convex cone \(D\), and the inner product itself is replaced by a general multi-dimensional bilinear mapping. This new type of duality is called the \(D\)-induced duality in the paper. The authors also introduce the notion of \(D\)-induced polar sets within the same framework, which can be viewed as a generalization of the \(D\)-induced dual cones and is convenient to use for some practical applications. Properties of the extended duality, including the extended bi-polar theorem, are proven. Furthermore, attention is paid to the computation and approximation of the \(D\)-induced dual objects. The authors also discuss, as examples, applications of the newly introduced \(D\)-induced duality concepts in robust conic optimization and the duality for multi-objective conic optimization.