Uncertainty relations for a pair of dual (conjugate) cones are established. For this purpose a measure of dispersion for a cone as the norm (in some metric) of the deviation of a ray from the axis of a cone is introduced. An application of the uncertainty relations to the epsilon-subdifferential is considered.

Contact details are reproduced from the original publication and may be historical.

Anatoli I. Propoi

Federal Research Center for Computer Science and Control, Russian Academy of Sciences, Moscow 119333, Russia

propoi@gmail.com
  1. A. D. Alexandrov: A contribution to chronogeometry, Canadian J. Math. 19(4) (1967) 1119–1128.https://doi.org/10.4153/CJM-1967-102-6Google Scholar
  2. D. P. Bertsekas: Dynamic Programming and Optimal Control, vol. I and II, Athena Scientific, London (1995).Google Scholar
  3. S. Boyd, L. Vandenberghe: Convex Optimization, Cambridge University Press, Cambridge (2004).https://doi.org/10.1017/CBO9780511804441Google Scholar
  4. F. E. Browder: Multi-valued monotone nonlinear mappings and duality mappings in Banach spaces, Trans. Amer. Math. Soc. 118 (1965) 338–351.https://doi.org/10.1090/S0002-9947-1965-0180884-9Google Scholar
  5. I. Ekeland, R. Temam: Convex Analysis and Variational Problems, North-Holland, Amsterdam et al. (1976).Google Scholar
  6. M. Friendly, G. Monette, J. Fox: Elliptical insights: understanding statistical methods through elliptical geometry, Statistical Science 28(1) (2013) 1–39.https://doi.org/10.1214/12-STS402Google Scholar
  7. A. D. Ioffe, V. M. Tihomirov: Theory of Extremal Problems, North-Holland, Amsterdam et al. (1979).Google Scholar
  8. B. S. Mordukhovich, N. M. Nam: An Easy Path to Convex Analysis and Applications, Morgan & Claypool, San Rafael (2013).https://doi.org/10.1007/978-3-031-02406-1Google Scholar
  9. A. Peres: Quantum Theory: Concepts and Methods, Kluwer, Dordrecht (2002).https://doi.org/10.1007/0-306-47120-5Google Scholar
  10. L. Pontryagin, V. Boltayanskii, R. Gamkrelidze, E. Mishchenko: The Mathematical Theory of Optimal Processes, Wiley, New York et al. (1962).Google Scholar
  11. A. I. Propoi: Feasible set in model predictive control, in: Model Predictive Control: Theory, Practices and Future Challenges, C. Wade (ed.), Nova Science, Hauppauge (2015).Google Scholar
  12. R. T. Rockafellar: Convex Analysis, Princeton University Press, Princeton (1997).Google Scholar

A. I. Propoi. “Uncertainty Relations in Optimization.” Journal of Convex Analysis 26 (2019), No. 2, 605–616. https://doi.org/10.68381/jca26032