Closedness of finitely generated cones 2026-10-07
A finitely generated cone is a closed convex cone. For a convergent sequence of represented vectors, use linearly independent active generators and pass to a subsequence with the same active set. Its coefficients converge through a fixed left inverse and retain nonnegativity. General linear images of closed cones need not be closed; finiteness of the generators supplies the missing argument.
Finitely generated cone 2026-10-07
A finitely generated cone is a conic hull of a finite set of vectors. Every point admits a representation using linearly independent active generators, by eliminating dependence while keeping coefficients nonnegative.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 62 3 a Solution Created 2026-10-03 Updated 2026-10-07
One form of Farkas lemma states that exactly one of the following holds:Their mutual exclusion is immediate: if both held, .
For existence of the alternative certificate, let , the finitely generated cone of the columns of . It is convex. It is also closed, a fact that must be justified rather than assumed for arbitrary linear images of closed cones. In a representation with dependent active generators, choose a nonzero dependence with at least one . Subtractfrom the nonnegative coefficient vector. The represented point is unchanged, all coefficients remain nonnegative, and at least one active coefficient disappears. Iteration produces a representation with independent active columns. For a convergent sequence in , pass to a subsequence using the same independent set, possible because there are finitely many sets. Its coefficients converge through a fixed left inverse, and their limits remain nonnegative. This proves closedness of finitely generated cones.
The indicator functional is therefore proper, lower semicontinuous and convex. Its Legendre-Fenchel transform isIndeed a positive pairing with a cone generator can be scaled arbitrarily, while all nonpositive pairings give supremum zero. The Fenchel-Moreau theorem now givesIf , the left side is infinite, so some feasible has . Taking gives and . If , the first alternative holds. The biconjugation theorem applied to a closed finitely generated cone proves the alternative.
For inequalities with unrestricted , split and add nonnegative slack:The equivalent Farkas certificate for linear inequalities is