I'm trying to prove the following.
Suppose $P\subset R^n$ is a polyhedral cone ($P=\{x\in R^n:Ax\leq0\}$). Sow that $P=cone\{ x_1,...,x_k\}$, for some $x_i\in R^n$, $i=1,...,k$.
My question is as follows.
The polyhedral cone is just the intersection of a finite number of halfspaces that cross the origin. So, to represent $P$, wouldn't it be sufficient to just choose two of the most extreme halfspaces (say the $i$th and $j$th halfspace), pick two vectors on the boundary of each halfspace (one vector orthogonal to $a_i^T$ and the other orthogonal to $a_j^T$th (with the right directions)) and, then, construct the polyhedral cone using the conical combination of these two vectors? Why is it required to choose $k$ such vectors to construct the cone?