Nouvelle publication dans Journal of Optimization Theory and Applications :

Computing Critical Angles Between Two Convex Cones

Par Welington DE OLIVEIRA, Valentina SESSA et David SOSSA

Abstract : This paper addresses the numerical computation of critical angles between two convex cones in Euclidean spaces. We present a novel approach to computing these critical angles by reducing the problem to finding stationary points of a fractional programming problem. To efficiently compute these stationary points, we introduce a partial linearization-like algorithm that offers significant computational advantages. Solving a sequence of strictly convex subproblems with straightforward solutions in several settings gives the proposed algorithm high computational efficiency while delivering reliable results: our theoretical analysis demonstrates that the proposed algorithm asymptotically computes critical angles. Numerical experiments validate the efficiency of our approach, even when dealing with problems of relatively large dimensions: only a few seconds are necessary to compute critical angles between different types of cones in spaces of dimension 1000.

Citation : de Oliveira, W., Sessa, V. & Sossa, D. Computing Critical Angles Between Two Convex Cones. J Optim Theory Appl (2024). https://doi.org/10.1007/s10957-024-02424-3