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Consider the cones K = = {(x1, x2, x3) | € R³ : X3 ≥√√√2x² + 3x² M = = {(21,22,23) (x1, x2, x3) Є R³: x3 > + 2 3 Prove that M = K*. Hint: Adapt the proof from the lecture notes for finding the dual of the Lorentz cone. Alternatively, prove the formula (AL)* = (AT)-¹L*, for any cone LC R³ and any 3 × 3 nonsingular matrix A with real entries, where AL = {Ax = R³ : x € L}, and apply it to the 3-dimensional Lorentz cone with an appropriately chosen matrix A.

Consider the cones K = = {(x1, x2, x3) | € R³ : X3 ≥√√√2x² + 3x² M = = {(21,22,23) (x1, x2, x3) Є R³: x3 > + 2 3 Prove that M = K*. Hint: Adapt the proof from the lecture notes for finding the dual of the Lorentz cone. Alternatively, prove the formula (AL)* = (AT)-¹L*, for any cone LC R³ and any 3 × 3 nonsingular matrix A with real entries, where AL = {Ax = R³ : x € L}, and apply it to the 3-dimensional Lorentz cone with an appropriately chosen matrix A.

Algebra & Trigonometry with Analytic Geometry
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter11: Topics From Analytic Geometry
Section: Chapter Questions
Problem 10RE
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Consider the cones K = = {(x1, x2, x3) | € R³ : X3 ≥√√√2x² + 3x² M = = {(21,22,23) (x1, x2, x3) Є R³: x3 > + 2 3 Prove that M = K*. Hint: Adapt the proof from the lecture notes for finding the dual of the Lorentz cone. Alternatively, prove the formula (AL)* = (AT)-¹L*, for any cone LC R³ and any 3 × 3 nonsingular matrix A with real entries, where AL = {Ax = R³ : x € L}, and apply it to the 3-dimensional Lorentz cone with an appropriately chosen matrix A.
Transcribed Image Text:Consider the cones K = = {(x1, x2, x3) | € R³ : X3 ≥√√√2x² + 3x² M = = {(21,22,23) (x1, x2, x3) Є R³: x3 > + 2 3 Prove that M = K*. Hint: Adapt the proof from the lecture notes for finding the dual of the Lorentz cone. Alternatively, prove the formula (AL)* = (AT)-¹L*, for any cone LC R³ and any 3 × 3 nonsingular matrix A with real entries, where AL = {Ax = R³ : x € L}, and apply it to the 3-dimensional Lorentz cone with an appropriately chosen matrix A.
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