BIT Numerical Mathematics

, Volume 13, Issue 1, pp 114–119 | Cite as

An algorithm for finding a vector in the intersection of open convex polyhedral cones

  • Sverre Storøy
Article

Abstract

This paper establishes necessary and sufficient conditions for the intersection ofm open convex polyhedral cones to be nonempty. An algorithm is given which indicates if the intersection is empty or not, and eventually computes a vector in the intersection.

Keywords

Computational Mathematic Open Convex Polyhedral Cone Convex Polyhedral Convex Polyhedral Cone 

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References

  1. 1.
    J. C. G. Boot,Quadratic Programming, North-Holland Publishing Company, Amsterdam, 1964.Google Scholar
  2. 2.
    M. Boyer, S. Storøy and S. Thore,Equilibrium Returns in Capital Market Networks, to be published.Google Scholar
  3. 3.
    O. L. Mangasarian,Nonlinear Programming, McGraw-Hill Book Company, 1969.Google Scholar

Copyright information

© BIT Foundations 1973

Authors and Affiliations

  • Sverre Storøy
    • 1
  1. 1.Edb-AvdelingenUniversitetet I BergenBergenNorway

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