[Math] Convex cone generated by extreme rays

convex-analysisconvex-conedual-conefunctional-analysisreference-request

Let $X$ be a vector space and $K \subseteq X$ be a pointed convex cone. Let $L$ denote the set of extreme rays of $K.$ The questions are: under which condition can I guarantee that $$K= cone(conv(L))?$$ Here, $cone(A)=\{\lambda x: x\in A, \; \lambda \geq 0\}$ and $conv(A)$ is the convex hull of $A.$ Any reference that treats this problem? I am particularly interested in the infinite dimensional case. Thanks in advance

Best Answer

Nothing of this sort is true for most standard cones (e.g. the natural cone in classical function spaces). Consider the following examples.

Example 1. Let $X = C_{\mathbb{R}}[0,1]$ with its usual cone. Then an extreme ray corresponds with a function $f \in X_+ \setminus \{0\}$ such that $0 \leq g \leq f$ implies $g = \alpha f$. But any non-zero function must be non-zero on some open interval, so for any $f \gneq 0$ there is a plethora of functions lying between $0$ and $f$. Conclusion: there are no extreme rays.

Example 2. Let $Y = \ell_{\mathbb{R}}^\infty$ with its usual cone. The extreme rays are the standard basis vectors $e_i$, so the closed convex cone they generate is only $(c_0)_+$.

Example 3. Similarly, let $Z = B(\ell_{\mathbb{C}}^2)^{\text{sa}}$ (the self-adjoint operators $\ell_{\mathbb{C}}^2 \to \ell_{\mathbb{C}}^2$) with the positive semidefinite cone. The extreme rays are the rank one orthogonal projections. The closed cone they generate is $K(\ell_{\mathbb{C}}^2)_+$, the cone of compact positive semidefinite operators.

Similarly, the statement fails for many spaces of differentiable or Lebesgue integrable functions on some domain $U \subseteq \mathbb{R}^n$. (It is however true for most sequence spaces, for instance $\ell_{\mathbb{R}}^p$ with $1 \leq p < \infty$.)

To get sufficient criteria for the statement to be true, I guess one must resort to Krein–Milman type theorems (e.g. assume that the cone has a weakly compact base). For more on this, see §3.8 and §3.12 in [Jam70]. (Warning before reading Jameson's book: in the ordered vector spaces community, cone means proper/pointed convex cone — see §1.1.) In particular:

Proposition. Let $E$ be a locally convex space, and let $E_+ \subseteq E$ be a convex cone. If $E$ has an interior point, then the (topological) dual cone $E_+' \subseteq E'$ is the weak-$*$ closed convex cone generated by its extreme rays.

Proof. Combine Theorem 3.8.6, Theorem 3.12.8 and Corollary 3.12.9 from [Jam70]. $\hspace{18mm}\Box$

References.

[Jam70]: Graham Jameson, Ordered Linear Spaces, Springer Lecture Notes in Mathematics 141, 1970.

Related Question