Abstract
For a proper cone K ⊂ ℝn and its dual cone K * the complementary slackness condition 〈x, s 〉=0 defines an n-dimensional manifold C(K) in the space ℝ2n . When K is a symmetric cone, points in C(K) must satisfy at least n linearly independent bilinear identities. This fact proves to be useful when optimizing over such cones, therefore it is natural to look for similar bilinear relations for non-symmetric cones. In this paper we define the bilinearity rank of a cone, which is the number of linearly independent bilinear identities valid for points in C(K). We examine several well-known cones, in particular the cone of positive polynomials P2n+1 and its dual, and show that there are exactly four linearly independent bilinear identities which hold for all (x, s) ∈ C(P2n+1), regardless of the dimension of the cones. For nonnegative polynomials over an interval or half-line there are only two linearly independent bilinear identities. These results are extended to trigonometric and exponential polynomials. We prove similar results for Müntz polynomials.
Original language | English (US) |
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Pages (from-to) | 5-31 |
Number of pages | 27 |
Journal | Mathematical Programming |
Volume | 129 |
Issue number | 1 |
DOIs | |
State | Published - Sep 2011 |
All Science Journal Classification (ASJC) codes
- Software
- General Mathematics
Keywords
- Bilinear cones
- Bilinearity rank
- Complementarity slackness
- Optimality conditions
- Positive polynomials