v2009.01.01 - Convex Optimization
v2009.01.01 - Convex Optimization v2009.01.01 - Convex Optimization
142 CHAPTER 2. CONVEX GEOMETRY K ∗ (a) 0 K ∗ K y K (b) 0 Figure 48: Two equivalent constructions of dual cone K ∗ in R 2 : (a) Showing construction by intersection of halfspaces about 0 (drawn truncated). Only those two halfspaces whose bounding hyperplanes have inward-normal corresponding to an extreme direction of this pointed closed convex cone K ⊂ R 2 need be drawn; by (332). (b) Suggesting construction by union of inward-normals y to each and every hyperplane ∂H + supporting K . This interpretation is valid when K is convex because existence of a supporting hyperplane is then guaranteed (2.4.2.6).
2.13. DUAL CONE & GENERALIZED INEQUALITY 143 R 2 R 3 1 0.8 (a) 0.6 0.4 0.2 0 ∂K ∗ K ∂K ∗ K (b) −0.2 −0.4 −0.6 K ∗ −0.8 −1 −0.5 0 0.5 1 1.5 x ∈ K ⇔ 〈y , x〉 ≥ 0 for all y ∈ G(K ∗ ) (329) Figure 49: Dual cone construction by right angle. Each extreme direction of a proper polyhedral cone is orthogonal to a facet of its dual cone, and vice versa, in any dimension. (2.13.6.1) (a) This characteristic guides graphical construction of dual cone in two dimensions: It suggests finding dual-cone boundary ∂ by making right angles with extreme directions of polyhedral cone. The construction is then pruned so that each dual boundary vector does not exceed π/2 radians in angle with each and every vector from polyhedral cone. Were dual cone in R 2 to narrow, Figure 50 would be reached in limit. (b) Same polyhedral cone and its dual continued into three dimensions. (confer Figure 56)
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142 CHAPTER 2. CONVEX GEOMETRY<br />
K ∗<br />
(a)<br />
0<br />
K ∗<br />
K<br />
y<br />
K<br />
(b)<br />
0<br />
Figure 48: Two equivalent constructions of dual cone K ∗ in R 2 : (a) Showing<br />
construction by intersection of halfspaces about 0 (drawn truncated). Only<br />
those two halfspaces whose bounding hyperplanes have inward-normal<br />
corresponding to an extreme direction of this pointed closed convex cone<br />
K ⊂ R 2 need be drawn; by (332). (b) Suggesting construction by union of<br />
inward-normals y to each and every hyperplane ∂H + supporting K . This<br />
interpretation is valid when K is convex because existence of a supporting<br />
hyperplane is then guaranteed (2.4.2.6).