Journal of Convex Analysis 26 (2019), No. 2, 605--616
Copyright Heldermann Verlag 2019
Uncertainty Relations in Optimization
Anatoli I. Propoi
Federal Research Center for Computer Science and Control, Russian Academy of Sciences, Moscow 119333, Russia
propoi@gmail.com
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.
Keywords: Convex analysis, uncertainty relations, dual conjugate cones, epsilon-subdifferential.
MSC: 68Q25, 68R10, 68U05
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