Recession cone

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Template:Short description 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 A⊂X for some vector space X, then the recession cone recc⁡(A) is given by

recc⁡(A)={y∈X:∀x∈A,∀λ≥0:x+λy∈A}.[2]

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

recc⁡(A)={y∈X:∀x∈A:x+y∈A}.[3]

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

recc⁡(A)=⋂t>0t(A−a) for any choice of a∈A.[3]

Properties

  • If A is a nonempty set then 0∈recc⁡(A).
  • If A is a nonempty convex set then recc⁡(A) is a convex cone.[3]
  • If A is a nonempty closed convex subset of a finite-dimensional Hausdorff space (e.g. ℝd), then recc⁡(A)={0} if and only if A is bounded.[1][3]
  • If A is a nonempty set then A+recc⁡(A)=A where the sum denotes Minkowski addition.

Relation to asymptotic cone

The asymptotic cone for C⊆X is defined by

C∞={x∈X:∃(ti)i∈I⊂(0,∞),∃(xi)i∈I⊂C:ti→0,tixi→x}.[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

See also

References

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