Pointed cone 2026-10-06
A convex cone containing no nonzero line through the origin, equivalently . The copositive cone is pointed: a matrix in both it and its negative has zero quadratic form on the nonnegative orthant; testing and kills all entries.
Positive-semidefinite-plus-nonnegative cone Created 2026-10-05 Updated 2026-10-06
The sums of a real positive semidefinite matrix and a symmetric nonnegative matrix form a convex cone inside the copositive cone. Both terms have nonnegative quadratic forms on the nonnegative orthant. The Horn copositive matrix shows that the inclusion is strict in dimension five; the sum of squares criterion for a biquadratic form explains this cone's relation to semidefinite programming.
For an integrable finite-dimensional random vector , let . The displayed convex cone is open relative to . Given a bounded strictly positive , the perturbation , , changes its weighted expectation by , where
For , : otherwise almost surely. Thus is invertible on , and these perturbations give a neighborhood of every point of the cone. The hyperplane separation theorem consequently gives the alternative: either zero is a strictly positively weighted expectation, or a nonzero direction in has a nonnegative dot product with almost surely and a positive dot product with positive probability. To obtain the latter assertion, test the separating direction with and let .
Proper cone 2026-10-07
In conic optimization, a proper cone is a closed convex cone that is a pointed cone and has nonempty interior in its ambient finite-dimensional space. These conditions permit strict cone feasibility and nondegenerate barrier geometry.