Distribution-Induced Conic Geometry and Distributionally Conic Robust Optimization: A Unified Primal–Dual Framework

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Authors: Jincheng Zhang
Cited by: 0

Abstract

This paper proposes a novel optimization framework—Distributionally Conic Robust Optimization (DCRO). Unlike classical cone programming, which treats the geometric structure as a deterministic set, and unlike traditional distributed blob optimization, which only introduces distributed uncertainty at the objective or constraint function level, this paper, for the first time, embeds the "distributed structure" into the "cone structure" itself. By constructing distributed induced cones, distributed polar cones, and desired geometric operators, a structural coupling mechanism between probabilistic uncertainty and convex geometry is established. This paper proves that distributed induced cones maintain closed convexity and possess a stable representation theorem under appropriate compactness and continuity conditions; further, it establishes a strong duality theorem and a polarization equivalence theorem for distributed cones; and it provides the collapse condition for distributed cones, revealing its essential connection with classical cone programming. This theory unifies cone programming, distributed blob optimization, and polarized geometry, providing a new fundamental framework for uncertain optimization.

Fields of Study & Subjects

Risk and Portfolio Optimization Advanced Optimization Algorithms Research Optimization and Variational Analysis

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
25 February 2026
Language
EN
Document type
Preprint