Inner approximations of convex sets and intersections of projectionally exposed cones

Abstract

A convex cone is said to be projectionally exposed (p-exposed) if every face arises as a projection of the original cone. It is known that, in dimension at most four, the intersection of two p-exposed cones is again p-exposed. In this paper we construct two p-exposed cones in dimension $5$ whose intersection is not p-exposed. This construction also leads to the first example of an amenable cone that is not projectionally exposed, showing that these properties, which coincide in dimension at most $4$, are distinct in dimension $5$. In order to achieve these goals, we develop a new technique for constructing arbitrarily tight inner convex approximations of compact convex sets with desired facial structure. These inner approximations have the property that all proper faces are extreme points, with the exception of a specific exposed face of the original set.