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Название: A D-induced duality and its applications
Авторы: Brinkhuis J., Zhang S.
Аннотация:
This paper attempts to extend the notion of duality for convex cones, by basing it on a prescribed conic ordering and a fixed bilinear mapping. This is an extension of the standard definition of dual cones, in the sense that the nonnegativity of the inner-product is replaced by a prespecified conic ordering, defined by a convex cone D, and the inner-product itself is replaced by a general multi-dimensional bilinear mapping. This new type of duality is termed the D-induced duality in the paper. We further introduce the notion of D-induced polar sets within the same framework, which can be viewed as a generalization of the D-induced dual cones and is convenient to use for some practical applications. Properties of the extended duality, including the extended bipolar theorem, are proven. Furthermore, attention is paid to the computation and approximation of the D-induced dual objects. We discuss, as examples, applications of the newly introduced D-induced duality concepts in robust conic optimization and the duality theory for multi-objective conic optimization.