English

Aggregations of quadratic inequalities and hidden hyperplane convexity

Optimization and Control 2023-05-31 v2

Abstract

We study properties of the convex hull of a set SS described by quadratic inequalities. A simple way of generating inequalities valid on SS is to take a nonnegative linear combinations of the defining inequalities of SS. We call such inequalities aggregations. Special aggregations naturally contain the convex hull of SS, and we give sufficient conditions for such aggregations to define the convex hull. We introduce the notion of hidden hyperplane convexity (HHC), which is related to the classical notion of hidden convexity of quadratic maps. We show that if the quadratic map associated with SS satisfies HHC, then the convex hull of SS is defined by special aggregations. To the best of our knowledge, this result generalizes all known results regarding aggregations defining convex hulls. Using this sufficient condition, we are able to recognize previously unknown classes of sets where aggregations lead to convex hull. We show that the condition known as positive definite linear combination together with hidden hyerplane convexity is a sufficient condition for finitely many aggregations to define the convex hull. All the above results are for sets defined using open quadratic inequalities. For closed quadratic inequalities, we prove a new result regarding aggregations giving the convex hull, without topological assumptions on SS.

Keywords

Cite

@article{arxiv.2210.01722,
  title  = {Aggregations of quadratic inequalities and hidden hyperplane convexity},
  author = {Grigoriy Blekherman and Santanu S. Dey and Shengding Sun},
  journal= {arXiv preprint arXiv:2210.01722},
  year   = {2023}
}

Comments

27 pages, 3 figures