Computing critical angles between two convex cones

Welington de Oliveira; Valentina Sessa; David Sossa

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arXiv · 2310.00081

Computing critical angles between two convex cones

Welington de Oliveira·Valentina Sessa·David Sossa

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Abstract

This paper addresses the numerical computation of critical angles between two convex cones in finite-dimensional Euclidean spaces. We present a novel approach to computing these critical angles by reducing the problem to finding stationary points of a fractional programming problem. To efficiently compute these stationary points, we introduce a partial linearization-like algorithm that offers significant computational advantages. Solving a sequence of strictly convex subproblems with straightforward solutions in several settings gives the proposed algorithm high computational efficiency while delivering reliable results: our theoretical analysis demonstrates that the proposed algorithm asymptotically computes critical angles. Numerical experiments validate the efficiency of our approach, even when dealing with problems of relatively large dimensions: only a few seconds are necessary to compute critical angles between different types of cones in spaces of dimension 1000.

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Welington de Oliveira, Valentina Sessa, David Sossa. 2023-09-29. Computing critical angles between two convex cones. https://arxiv.org/abs/2310.00081

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