Convex cone

A convex cone (light blue). Inside of it, the light red convex cone consists of all points αx + βy with α, β > 0, for the depicted x and y. The curves on the upper right symbolize that the regions are infinite in extent.

In linear algebra, a cone—sometimes called a linear cone for distinguishing it from other sorts of cones—is a subset of a vector space that is closed under positive scalar multiplication; that is, C is a cone if implies for every positive scalar s. A cone need not be convex, or even look like a cone in Euclidean space.

When the scalars are real numbers, or belong to an ordered field, one generally calls a cone a subset of a vector space that is closed under multiplication by a positive scalar. In this context, a convex cone is a cone that is closed under addition, or, equivalently, a subset of a vector space that is closed under linear combinations with positive coefficients. It follows that convex cones are convex sets.[1]

In this article, only the case of scalars in an ordered field is considered.

  1. ^ Boyd, Stephen; Vandenberghe, Lieven (2004-03-08). Convex Optimization. Cambridge University Press. ISBN 978-0-521-83378-3.