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Integer points in arbitrary convex cones: the case of the PSD and SOC cones

Creative Commons 'BY' version 4.0 license
Abstract

We investigate the semigroup of integer points inside a convex cone. We extend classical results in integer linear programming to integer conic programming. We show that the semigroup associated with nonpolyhedral cones can sometimes have a notion of finite generating set with the help of a group action. We show this is true for the cone of positive semidefinite matrices (PSD) and the second-order cone (SOC). Both cones have a finite generating set of integer points, similar in spirit to Hilbert bases, under the action of a finitely generated group. We also extend notions of total dual integrality, Gomory-Chvátal closure, and Carathéodory rank to integer points in arbitrary cones.

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