Self-dual cones, generalized lattice operations and isotone projections

Abstract

By using the metric projection onto a closed self-dual cone of the Euclidean space, M. S. Gowda, R. Sznajder and J. Tao have defined generalized lattice operations, which in the particular case of the nonnegative orthant of a Cartesian reference system reduce to the lattice operations of the coordinate-wise ordering. The aim of the present note is twofold: to give a geometric characterization of the closed convex sets which are invariant with respect to these operations, and to relate this invariance property to the isotonicity of the metric projection onto these sets. As concrete examples the Lorentz cone and the nonnegative orthant are considered. Old and recent results on closed convex Euclidean sublattices due to D. M. Topkis, A. F. Veinott and to M. Queyranne and F. Tardella, respectively are obtained as particular cases. The topic is related to variational inequalities where the isotonicity of the metric projection is an important technical tool. For Euclidean sublattices this approach was considered by G. Isac, H. Nishimura and E. A. Ok.