On the geometry of circumcentric directions of cones

Abstract

Behling, Bello-Cruz, Lara-Urdaneta, Oviedo, and Santos showed that the circumcentric direction d of a finitely generated polyhedral cone ⊂n admits an inscribed Euclidean ball of radius d2 inside the polar cone . We sharpen this result in several ways. The exact set of admissible perturbations is a polyhedron, strictly larger than the inscribed ball off the generators and unbounded along . From it we read off a closed form for d2 in terms of the inverse Gram matrix of the conic base, with two-sided spectral bounds, and an aperture identity d=θ relating the generators to the axis -d/d. The inscribed-ball estimate extends to closed convex pointed cones under one geometric condition: the normalized extremal section E has affine hull avoiding the origin. The admissible set is then the intersection of half-spaces indexed by E, and the inscribed ball touches its boundary along d2\, E. A Jordan-frame argument verifies the hypothesis for every simple symmetric cone and gives d2=1/r for the Jordan rank r; the same value 1/n shows up for the doubly nonnegative cone, the direct-product case obeys the parallel-resistance rule 1/d2=Σ 1/d2, and the p-cones with p 2 provide a clean obstruction. We close with a sharp formula for the largest step from d along a prescribed direction, worked out for L∞-ball constrained least squares and second-order cone programming; a piecewise smooth version where the inner Slater condition is exactly Mangasarian--Fromovitz; and a Bregman analogue covering a Mahalanobis instance and a mirror-descent step.

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