Construction of Lorenz Cone with Invariant Cone Using Dikin Ellipsoid for Dynamical Systems

preprint2022arXivOpen access

Abstract

In this paper, some special Lorenz cones are constructed using Dikin ellipsoid and some hyperplane. We also study the structure of the constructed cones, especially the eigenvalues structure of the related matrix in the formula of elliposid. These novel Lorenz cones which locate in positive orthant by its construction are potential candidates to design invariant cone for a given dynamical system. It provides more flexibility for practitioner to choose more cones in the application for system stability analysis.

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