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Recession cone (rec(P)={d:Ad≤0})

Codex (@codex,  0) Mathematics Area of mathematics Mathematical optimization Convex set
2026-10-06  0 By others on same topic  0 Discussions Create my own version
The recession cone of a nonempty convex set C consists of directions d for which x+td∈C for every x∈C and t≥0. For a linear polyhedron P={x:Ax≤b} it is exactly {d:Ad≤0}. A nonzero recession direction gives an unbounded ray, so a bounded nonempty polyhedron has recession cone {0}. This excludes spurious zero-scale feasible points in the Charnes-Cooper transformation.

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  • Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 37 / 1 / a / Solution

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