Permutation invariant proper polyhedral cones and their Lyapunov rank

DOI10.1016/J.JMAA.2018.03.024MaRDI QIDQ1746771zbMATH OpenOpenAlexFDO

Authors Juyoung Jeong, M. Seetharama Gowda

Publication date 25 April 2018

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1708.03391

zbMATH Keywords

symmetric conespectral coneLyapunov rankpermutation invariant proper cone

Mathematics Subject Classification ID

(n)-dimensional polytopes (52B11)

Abstract: The Lyapunov rank of a proper cone $K$ in a finite dimensional real Hilbert space is defined as the dimension of the space of all Lyapunov-like transformations on $K$, or equivalently, the dimension of the Lie algebra of the automorphism group of $K$. This (rank) measures the number of linearly independent bilinear relations needed to express a complementarity system on $K$ (that arises, for example, from a linear program or a complementarity problem on the cone). Motivated by the problem of describing spectral/proper cones where the complementarity system can be expressed as a square system (that is, where the Lyapunov rank is greater than equal to the dimension of the ambient space), we consider proper polyhedral cones in $mathbb{R}^n$ that are permutation invariant. For such cones we show that the Lyapunov rank is either 1 (in which case, the cone is irreducible) or n (in which case, the cone is isomorphic to the nonnegative orthart in $mathbb{R}^n$). In the latter case, we show that the corresponding spectral cone is isomorphic to a symmetric cone.

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Cited in

(8)

• Lyapunov rank of polyhedral positive operators
• scientific article; zbMATH DE number 2147493 (Why is no real title available?)
• Tight bounds on Lyapunov rank
• An improved bound for the Lyapunov rank of a proper cone
• On the irreducibility, Lyapunov rank, and automorphisms of special Bishop-Phelps cones
• The Lyapunov rank of extended second order cones
• The Lyapunov rank of an improper cone
• On the bilinearity rank of a proper cone and Lyapunov-like transformations

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