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In [[mathematics]], especially [[convex analysis]], the '''recession cone''' of a set <math>A</math> is a [[cone (linear algebra)|cone]] containing all [[vector (mathematics)|vector]]s such that <math>A</math> ''recedes'' in that direction.  That is, the set extends outward in all the directions given by the recession cone.<ref name="Rockafellar">{{cite book|author=[[Rockafellar, R. Tyrrell]]|title=Convex Analysis|publisher=Princeton University Press|location=Princeton, NJ|year=1997|origyear=1970|isbn=978-0-691-01586-6|pages=60–76}}</ref>
 
== Mathematical definition ==
Given a nonempty set <math>A \subset X</math> for some [[vector space]] X, then the recession cone <math>\operatorname{recc}(A)</math> is given by
:<math>\operatorname{recc}(A) = \{y \in X: \forall x \in A, \forall \lambda \geq 0: x + \lambda y \in A\}.</math><ref>{{cite book |last1=Borwein |first1=Jonathan |last2=Lewis |first2=Adrian |title=Convex Analysis and Nonlinear Optimization: Theory and Examples| edition=2 |year=2006 |publisher=Springer |isbn=978-0-387-29570-1}}</ref>
 
If <math>A</math> is additionally a [[convex set]] then the recession cone can equivalently be defined by
:<math>\operatorname{recc}(A) = \{y \in X: \forall x \in A: x + y \in A\}.</math><ref name="Zalinescu">{{cite book |last=Zălinescu |first=Constantin |title=Convex analysis in general vector spaces |publisher=World Scientific Publishing&nbsp;Co.,&nbsp;Inc. |isbn=981-238-067-1 |mr=1921556 |issue=J |year=2002 |location=River Edge, NJ |pages=6–7}}</ref>
 
If <math>A</math> is a nonempty [[closed set|closed]] convex set then the recession cone can equivalently be defined as
:<math>\operatorname{recc}(A) = \bigcap_{t > 0} t(A - a)</math> for any choice of <math>a \in A.</math><ref name="Zalinescu"/>
 
== Properties ==
* For any nonempty set <math>A</math> then <math>0 \in \operatorname{recc}(A)</math>.
* For any nonempty convex set <math>A</math> then <math>\operatorname{recc}(A)</math> is a [[convex cone]].<ref name="Zalinescu"/>
* For any nonempty closed convex set <math>A \subset X</math> where <math>X</math> is a finite dimensional [[Hausdorff space]] (e.g. <math>\mathbb{R}^d</math>), then <math>\operatorname{recc}(A) = \{0\}</math> if and only if <math>A</math> is bounded.<ref name="Rockafellar"/><ref name="Zalinescu"/>
* For any nonempty set <math>A</math> then <math>A + \operatorname{recc}(A) = A</math> where the sum is given by [[Minkowski addition]].
 
== Relation to asymptotic cone ==
The [[asymptotic cone]] for <math>C \subseteq X</math> is defined by
: <math>C_{\infty} = \{x \in X: \exists (t_i)_{i \in I} \subset (0,\infty), \exists (x_i)_{i \in I} \subset C: t_i \to 0, t_i x_i \to x\}.</math><ref name="Border">{{cite web|url=http://www.hss.caltech.edu/~kcb/Notes/AsymptoticCones.pdf|format=pdf|title=Sums of sets, etc.|author=Kim C. Border|accessdate=March 7, 2012}}</ref><ref name="Asymptotic">{{cite book|title=Asymptotic cones and functions in optimization and variational inequalities|author=Alfred Auslender|author2=M. Teboulle|publisher=Springer|year=2003|isbn=978-0-387-95520-9|pages=25–80}}</ref>
 
By the definition it can easily be shown that <math>\operatorname{recc}(C) \subseteq C_\infty.</math><ref name="Border"/>
 
In a finite dimensional space, then it can be shown that <math>C_{\infty} = \operatorname{recc}(C)</math> if <math>C</math> is nonempty, closed and convex.<ref name="Asymptotic"/>  In infinite dimensional spaces, then the relation between asymptotic cones and recession cones is more complicated, with properties for their equivalence summarized in.<ref>{{cite journal|title=Recession cones and asymptotically compact sets|last=Zălinescu |first=Constantin|journal=Journal of Optimization Theory and Applications|publisher=Springer Netherlands|issn=0022-3239|pages=209–220|volume=77|issue=1|year=1993}}</ref>
 
== Sum of closed sets ==
* [[Dieudonné's theorem]]: Let nonempty closed convex sets <math>A,B \subset X</math> a [[locally convex space]], if either <math>A</math> or <math>B</math> is [[locally compact]] and <math>\operatorname{recc}(A) \cap \operatorname{recc}(B)</math> is a [[linear subspace]], then <math>A - B</math> is closed.<ref>{{cite journal|title=Sur la séparation des ensembles convexes|author=J. Dieudonné|year=1966|journal=<abbr title="Mathematische Annalen">Math. Ann.</abbr>|volume=163}}</ref><ref name="Zalinescu"/>
*  Let nonempty closed convex sets <math>A,B \subset \mathbb{R}^d</math> such that for any <math>y \in \operatorname{recc}(A) \backslash \{0\}</math> then <math>-y \not\in \operatorname{recc}(B)</math>, then <math>A + B</math> is closed.<ref name="Rockafellar"/><ref name="Border"/>
 
== References ==
{{Reflist}}
 
[[Category:Convex analysis]]

Revision as of 09:49, 2 May 2013

In mathematics, especially convex analysis, the recession cone of a set A is a cone containing all vectors such that A recedes in that direction. That is, the set extends outward in all the directions given by the recession cone.[1]

Mathematical definition

Given a nonempty set AX for some vector space X, then the recession cone recc(A) is given by

recc(A)={yX:xA,λ0:x+λyA}.[2]

If A is additionally a convex set then the recession cone can equivalently be defined by

recc(A)={yX:xA:x+yA}.[3]

If A is a nonempty closed convex set then the recession cone can equivalently be defined as

recc(A)=t>0t(Aa) for any choice of aA.[3]

Properties

Relation to asymptotic cone

The asymptotic cone for CX is defined by

C={xX:(ti)iI(0,),(xi)iIC:ti0,tixix}.[4][5]

By the definition it can easily be shown that recc(C)C.[4]

In a finite dimensional space, then it can be shown that C=recc(C) if C is nonempty, closed and convex.[5] In infinite dimensional spaces, then the relation between asymptotic cones and recession cones is more complicated, with properties for their equivalence summarized in.[6]

Sum of closed sets

References

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