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, Volume 24, Issue 1, pp 44–65 | Cite as

Critical angles between two convex cones I. General theory

Original Article

Abstract

The concept of critical (or principal) angle between two linear subspaces has applications in statistics, numerical linear algebra, and other areas. Such concept has been abundantly studied in the literature, both from a theoretical and computational point of view. Part I of this work is an attempt to build a general theory of critical angles for a pair of closed convex cones. The need of such theory is motivated, among other reasons, by some specific problems arising in regression analysis of cone-constrained data, see Tenenhaus (Psychometrika 53:503–524, 1988). Angle maximization and/or angle minimization problems involving a pair of convex cones are at the core of our discussion. Such optimization problems are nonconvex in general and their numerical resolution offer a number of challenges. Part II of this work focusses on the practical computation of the maximal and/or minimal angle between specially structured cones.

Keywords

Maximal angle Critical angle Principal angle  Convex cone Canonical analysis Nonconvex optimization  Optimality conditions 

Mathematics Subject Classification

15A18 15A48 52A40 90C26 90C33 

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Copyright information

© Sociedad de Estadística e Investigación Operativa 2015

Authors and Affiliations

  1. 1.Département de MathématiquesUniversité d’AvignonAvignonFrance
  2. 2.Departamento de Ingeniería Matemática, Centro de Modelamiento Matemático (CNRS UMI 2807), FCFMUniversidad de ChileSantiagoChile

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