Permutation invariant proper polyhedral cones and their Lyapunov rank

The Lyapunov rank of a proper cone K in a finite dimensional real Hilbert space is defined as the dimension of the space of all Lyapunov-like transformations on K , or equivalently, the dimension of the Lie algebra of the automorphism group of K . This (rank) measures the number of linearly independent bilinear relations needed to express a complementarity system on K (that arises, for example, from a linear program or a complementarity problem on the cone). Motivated by the problem of describing spectral/proper cones where the complementarity system can be expressed as a square system (that is, where the Lyapunov rank is greater than equal to the dimension of the ambient space), we consider proper polyhedral cones in R n R n that are permutation invariant. For such cones we show that the Lyapunov rank is either 1 (in which case, the cone is irreducible) or n (in which case, the cone is isomorphic to R + n ). In the latter case, we show that the corresponding spectral cone is isomorphic to a symmetric cone.