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A polyhedral cone can be defined as

$$ \mathcal{K} = \{x~|~Ax\preceq 0\}, $$

where $A \in \mathbb{R}^{m \times n}$, $x\in \mathbb{R}^n$ and $\preceq$ denotes component-wise less than and equal to.

The dual cone of $\mathcal{K}$ is denoted as $\mathcal{K}^*$, and according to the definitions of the dual cone, we have

$$ \mathcal{K}^* = \{ y~|~ y^Tx \geq 0,~ Ax\preceq 0 \}.$$

There are already some equivalent form, for example, in Expressions for the dual of a polyhedral cone:

$$\mathcal{K}^* = \{y ~|~ y = -A^Tz,~ z\succeq 0\}.$$

But I am wondering if there is another compact form that does not depend on any other variable (like $z$). That is, I want the following form:

$$\mathcal{K}^* = \{y ~|~ By \preceq 0\}.$$

But I need to find out what the relationship is between $B$ and $A$. I initially guessed $B^T = A^{\dagger}$, where $A^{\dagger}$ is the Moore–Penrose inverse of $A$. However, after some attempts, I found that this conclusion seems to be incorrect.

Could someone help me find a solution?

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  • $\begingroup$ You need to find the extreme rays of $\mathcal{K}$ to get (minus) the rows of $B$. I don't think that there is a straightforward or "closed form" solution to that, but there seem to be algorithms which do that. See for instance here. $\endgroup$ Commented Mar 30 at 16:54

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