On the Closedness of the Linear Image of a Closed Convex Cone

Published Online:https://doi.org/10.1287/moor.1060.0242

When is the linear image of a closed convex cone closed? We present very simple and intuitive necessary conditions that (1) unify, and generalize seemingly disparate, classical sufficientconditions such as polyhedrality of the cone, and Slater-type conditions; (2) are necessary and sufficient, when the dual cone belongs to a class that we call nice cones (nice cones subsume all cones amenable to treatment by efficient optimization algorithms, for instance, polyhedral, semidefinite, and p-cones); and (3) provide similarly attractive conditions for an equivalent problem: the closedness of the sum of two closed convex cones.

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