Conic Separation of Finite Sets. I: The homogeneous case

This work addresses the issue of separating two finite sets in $\mathbb{R}^n$ by means of a suitable revolution cone $$ \Gamma (z,y,s)= \{x \in \mathbb{R}^n : s\,\Vert x-z\Vert - y^T(x-z)=0\}. $$ The specific challenge at hand is to determine the aperture coefficient $s$, the axis $y$, and the apex $z$ of the cone. These parameters have to be selected in such a way as to meet certain optimal separation criteria. Part I of this work focusses on the homogeneous case in which the apex of the revolution cone is the origin of the space. The homogeneous case deserves a separated treatment, not just because of its intrinsic interest, but also because it helps to built up the general theory. Part II of this work concerns the non-homogeneous case in which the apex of the cone can move in some admissible region. The non-homogeneous case is structurally more involved and leads to challenging nonconvex nonsmooth optimization problems.