Four-Dimensional Semi-Homogeneous Convex Cones: A Complete Classification

Abstract

We classify all four-dimensional semi-homogeneous convex cones, i.e., closed, pointed, full-dimensional cones whose connected automorphism group has principal orbits of codimension at most one. On such cones, the Monge-Ampère equation defining the canonical barrier reduces to an ordinary differential equation. This makes this barrier computationally accessible. The semi-homogeneous cones can then be used in modeling by conic programs. An obvious subset of such cones are the homogeneous cones. The key point allowing the classification is that for all other cones, the automorphism group has a three-dimensional subgroup acting locally faithfully on the principal orbits. This subgroup must have a Lie algebra which is either abelian or a direct product of a 1-dimensional algebra and a two-dimensional algebra generated by $A,B$ satisfying $[A,B]=B$. In both cases we classify all 4-dimensional representations up to isomorphism, and for each representation all invariant convex cones. For every cone an orbit invariant is computed.