Seperability of Star-Shaped Sets and its Application to an Optimization Problem
The paper starts with some simple but important geometric facts on star-shaped sets in Euclidean space. The main result is the following theorem, which shows how one has to shift sets, star-shaped at 0, in order to get separable sets. Theorem. Assume \(A,B\) star-shaped at 0, \(B-A\) closed, \(a,b\in \mathbb{R}^n\) and one of the following conditions fulfills: Condition 1: \(a-b \notin B-A\) Condition 2: \(a-b \in bd(B-A)\), but the vector \(a-b\) is not a feasible direction of \(B-A\) at the point \(a-b\). Then \(b+B\) and \(a+A\) can be separated by \(n\) linearly independent linear functionals. In a concluding section the separation theorem is applied to an optimization problem.
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