Uncertainty models such as sets of desirable gambles and (conditional) lower previsions can be represented as convex cones. Checking the consistency of and drawing inferences from such models requires solving feasibility and optimization problems. We consider finitely generated such models. For closed cones, we can use linear programming; for conditional lower prevision-based cones, there is an efficient algorithm using an iteration of linear programs. We present an efficient algorithm for general cones that also uses an iteration of linear programs.


Consistency convex cones feasibility inference linear programming 


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© Springer-Verlag Berlin Heidelberg 2013

Authors and Affiliations

  1. 1.Systems Research GroupGhent UniversityGhentBelgium

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