Article ID: | iaor20041357 |
Country: | United States |
Volume: | 26 |
Issue: | 2 |
Start Page Number: | 234 |
End Page Number: | 247 |
Publication Date: | May 2001 |
Journal: | Mathematics of Operations Research |
Authors: | Xu S., Tuncel L. |
Keywords: | programming: mathematical |
Using three simple examples, we answer three questions related to homogeneous convex cones, the Caratheodory number of convex cones, and self-concordant barriers for convex cones. First, we show that, if the convex cone is not homogeneous, then the duality mapping does not have to be an involution. Next, we show that there are very elementary convex cones that are not homogeneous but have invariant Caratheodory number in the interior. Third, we show that the invariance of the Caratheodory number in the interior of the convex cone does not suffice to make the cone homogeneous even if the cone is self-dual. Finally, we characterize the Caratheodory number of epigraphs of matrix norms.