English

Lifts of Non-compact Convex Sets and Cone Factorizations

Optimization and Control 2015-01-05 v1

Abstract

In this paper we generalize the factorization theorem of Gouveia, Parrilo and Thomas to a broader class of convex sets. Given a general convex set, we define a slack operator associated to the set and its polar according to whether the convex set is full dimensional, whether it is a translated cone and whether it contains lines. We strengthen the condition of a cone lift by requiring not only the convex set is the image of an affine slice of a given closed convex cone, but also its recession cone is the image of the linear slice of the closed convex cone. We show that the generalized lift of a convex set can also be characterized by the cone factorization of a properly defined slack operator.

Keywords

Cite

@article{arxiv.1501.00115,
  title  = {Lifts of Non-compact Convex Sets and Cone Factorizations},
  author = {Chu Wang and Lihong Zhi},
  journal= {arXiv preprint arXiv:1501.00115},
  year   = {2015}
}