Permutation invariant proper polyhedral cones and their Lyapunov rank

DOI10.1016/J.JMAA.2018.03.024zbMATH Open1393.52008arXiv1708.03391OpenAlexW2962760807MaRDI QIDQ1746771FDOQ1746771

Authors: Juyoung Jeong, M. Seetharama Gowda 

Publication date: 25 April 2018

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

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.

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

Recommendations

• The Lyapunov rank of an improper cone
• An improved bound for the Lyapunov rank of a proper cone
• Lyapunov rank of polyhedral positive operators
• Tight bounds on Lyapunov rank
• On the bilinearity rank of a proper cone and Lyapunov-like transformations

zbMATH Keywords

symmetric conespectral coneLyapunov rankpermutation invariant proper cone

Mathematics Subject Classification ID

(n)-dimensional polytopes (52B11)

Cites Work

• Title not available (Why is that?)
• Majorization, doubly stochastic matrices, and comparison of eigenvalues
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Numerical Methods for Quasi‐Linear Elliptic Equations with Nonlinear Boundary Conditions
• Self-scaled barrier functions on symmetric cones and their classification
• Spectral cones in Euclidean Jordan algebras
• On the bilinearity rank of a proper cone and Lyapunov-like transformations
• Bilinear optimality constraints for the cone of positive polynomials
• Spectral sets and functions on Euclidean Jordan algebras
• On the irreducibility, Lyapunov rank, and automorphisms of special Bishop-Phelps cones
• An improved bound for the Lyapunov rank of a proper cone
• Algebra. A graduate course

Cited In (8)

• Tight bounds on Lyapunov rank
• Lyapunov rank of polyhedral positive operators
• The Lyapunov rank of extended second order cones
• An improved bound for the Lyapunov rank of a proper cone
• On the bilinearity rank of a proper cone and Lyapunov-like transformations
• On the irreducibility, Lyapunov rank, and automorphisms of special Bishop-Phelps cones
• Title not available (Why is that?)
• The Lyapunov rank of an improper cone

This page was built for publication: Permutation invariant proper polyhedral cones and their Lyapunov rank

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1746771)