General Topology – Why Convex Polyhedral Cones are Closed

convex-analysisgeneral-topologygeometry

Let $V = \mathbb{R}^n$, $v_1, \dots, v_s \in V$ and let $\sigma = \text{Cone}(v_1, \dots, v_s) = \{r_1v_1 + \dots + r_sv_s \mid r_i \geq 0\}$ be the associated convex polyhedral cone in $V$.

Why is $\sigma$ closed in the euclidean topology?

My attempts:

$1.$ Define $\varphi: \mathbb{R}^s \to V$ as the unique linear mapping satisfying $e_i \mapsto v_i$. Then we have $\sigma = \varphi(\sigma')$, $\sigma' = \text{Cone}(e_1, \dots, e_s)$. Unfortunately, linear maps do not send closed sets to closed sets. But what is with closed sets which are themselves convex polyhedric cones?

$2.$ Define $\psi: \text{span}(v_1, \dots, v_s) \to \mathbb{R}^s$ as the unique linear mapping satisfying $v_i \mapsto e_i$. Then $\sigma = \psi^{-1}(\sigma')$. But $\psi$ isn't well defined, so this naive try won't work. A friend of mine suggested to define kind of a lexicographic order to make it well-defined, but so far I do not know if it works.

Hopefully there will be a clever solution.

Thanks!

Best Answer

Here is another proof without induction on dimensions.

Let $A$ be the matrix with column vectors $v_1\dots v_s$.

Claim: The cone $$ \sigma:=\{ x: \ Ay = x, \ y\ge 0\} $$ is closed.

Notation: For an index set $I\subset\{1\dots s\}$ define $\| y \|_I^2 := \sum_{i\in I} y_i^2$.

Proof: Let $(x_k)$ in $\sigma$ be given, such that $x_k\to x$.

The set $\tau_k:=\{ y\ge 0: \ Ay = x_k\}$ is non-empty and closed (the mapping $f:y\mapsto Ay$ is continuous, hence $f^{-1}(\{x\})$ is closed). Hence for each $k$ there is $y_k$ satisfying $$ \|y_k\| = \inf_{y\in \tau_k}\|y\|. $$ If $(y_k)$ does contain a bounded subsequence, then we are done.

It remains to consider the case $\|y_k\|\to \infty$. Denote $\tilde v_k:=\frac1{\|y_k\|}y_k$. By compactness, it contains a converging subsequence. W.l.o.g. let $(\tilde v_k)$ be converging to $v$ with $\|v\|=1$, $v\ge 0$. Moreover, $Av =0$.

Denote $I_1:=\{j: v_j>0\}$, $I_2:=\{1\dots n\}\setminus I_1$. Since $\|v\|=\|v\|_{I_1}$, it follows $\frac{\|y_k\|_{I_1}}{\|y_k\|} \to 1$. Hence, the sequence $(v_k)$ defined by $v_k:=\frac1{\|y_k\|_{I_1}}y_k$ converges to $v$, too. Then there is an index $M$ such that $$ v_{k,i}\in \left[ \frac12 v_i, \frac54 v_i\right] $$ for all $k>M$, $i\in I_1$. In the following let $k>M$. The above inclusion is equivalent to $$ 0\le y_{k,i} - \frac{\|y_k\|_{I_1}}2 v_i\le \frac34 \|y_k\|_{I_1} v_i \quad \forall i\in I_1. $$

Define $z_k:= y_k - \frac{\|y_k\|_{I_1}}2 v$. Then it holds $z_k\ge 0$, $Az_k = x_k$, which implies $z_k\in \tau_k$.

Now, let us show that the norm of $z_k$ is strictly less than the norm of $y_k$, which would give a contradiction to the minimum norm property of $y_k$. We have $$ \begin{split} \|z_k\|^2 & = \|z_k\|_{I_1}^2 + \|z_k\|_{I_2}^2 \le \left(\frac34\|y_k\|_{I_1}\cdot \|v\|_{I_1}\right)^2 + \|y_k\|_{I_2}^2\\ &= \frac9{16} \|y_k\|_{I_1}^2 +\|y_k\|_{I_2}^2 \\ &= \|y_k\|^2 - \frac 7{16}\|y_k\|_{I_1}^2 < \|y_k\|^2, \end{split} $$ which is a contradiction to the minimal norm property of $y_k$.

Note: The claim only holds for a finite set of vectors $v_1\dots v_s$. If $A$ is a linear mapping on an infinite-dimensional space, then the proof fails: We cannot prove that $\frac1{\|y_k\|} y_k$ converges strongly, and we cannot prove that $\frac1{\|y_k\|} y_k$ converges weakly to a non-zero element $v$.