Antinorms on cones: duality and applications
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Publication:6042719
autopolarconcave functionalconeconvex trigonometrydualitylinear operatorlinear switching systemlower spectral radiusLyapunov exponentnonnegative matrixnormpolarself-duality
Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Convexity and finite-dimensional Banach spaces (including special norms, zonoids, etc.) (aspects of convex geometry) (52A21) Asymptotic stability in control theory (93D20)
Abstract: An antinorm is a concave nonnegative homogeneous functional on a convex cone. It is shown that if the cone is polyhedral, then every antinorm has a unique continuous extension from the interior of the cone. The main facts of the duality theory in convex analysis, in particular, the Fenchel-Moreau theorem, are generalized to antinorms. However, it is shown that the duality relation for antinorms is discontinuous. In every dimension there are infinitely many self-dual antinorms on the positive orthant and, in particular, infinitely many autopolar polyhedra. For the two-dimensional case, we characterise them all. The classification in higher dimensions is left as an open problem. Applications to linear dynamical systems, to the Lyapunov exponent of random matrix products, to the lower spectral radius of nonnegative matrices, and to convex trigonometry are considered.
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- scientific article; zbMATH DE number 3953956 (Why is no real title available?)
- scientific article; zbMATH DE number 3375319 (Why is no real title available?)
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Cited in
(8)- Antipodal pairs, critical pairs, and Nash angular equilibria in convex cones
- Antinorms and self-polar polyhedra
- Sub-Lorentzian extremals defined by an antinorm
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- Autopolar conic bodies and polyhedra
- Self-dual sets of the antipolar correspondence defined by a Lorentzian form
- Constructive solution of the common invariant cone problem
- On c-norms and c-antinorms on cones
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