Convexity from order: a theory of faces and generalized separation

Abstract

It is known that any convex cone in a general vector space is the positive cone of a preorder compatible with the vector space, and that any convex set is an affine slice of a convex cone. We therefore treat convex sets order-theoretically, as affine slices of positive cones. We find that faces are sets of strong minima, and we generalize functionals to oriented maps valued in arbitrary ordered vector spaces. Oriented maps expose every face, and an oriented affine map $f$ separates $C$ from $D$ when $f(D) \le 0 \le f(C)$ element-wise. This generalization of hyperplane separation recovers mathematical objects that are "local", including the generated face at a point and the normal cone. The kernels of separating oriented maps form a lattice of separating affine flats whose bottom element is the joint supporting subspace (JSS), recently introduced in finite dimensions for qualification-free convex analysis results. We define the JSS in general vector spaces for two convex sets $C, D$ as the affine slice of the cross-lineality $\mathrm{lin}(K-G)$, where $K,G$ are the homogenization cones of $C, D$. We show that in finite dimensions, bilateral facial reduction corresponds to a descent in the lattice of separating affine flats, which we formalize as lexicographic products of oriented maps. The lexicographic characterization of faces follows as a corollary. By making no assumption other than convexity, our approach yields general results: we show that the face of a difference of two convex sets is a difference of faces, dropping assumptions of compactness, finite dimensionality, and exposedness. We also show that any face of an intersection of two convex sets is an intersection of faces, resolving open problem 5.10 by Weis in "A note on faces of convex sets", dropping the assumption of non-empty intrinsic core.