Semidefinite Representation of Convex Sets
Abstract
Let be a semialgebraic set defined by multivariate polynomials . Assume is convex, compact and has nonempty interior. Let , and (resp. ) be the boundary of (resp. ). This paper discusses whether can be represented as the projection of some LMI representable set. Such is called semidefinite representable or SDP representable. The contributions of this paper: {\bf (i)} Assume are all concave on . If the positive definite Lagrange Hessian (PDLH) condition holds, i.e., the Hessian of the Lagrange function for optimization problem of minimizing any nonzero linear function on is positive definite at the minimizer, then is SDP representable. {\bf (ii)} If each is either sos-concave ( for some possibly nonsquare matrix polynomial ) or strictly quasi-concave on , then is SDP representable. {\bf (iii)} If each is either sos-convex or poscurv-convex ( is compact convex, whose boundary has positive curvature and is nonsingular, i.e. on ), then is SDP representable. This also holds for for which extends smoothly to the boundary of a poscurv-convex set containing . {\bf (iv)} We give the complexity of Schm\"{u}dgen and Putinar's matrix Positivstellensatz, which are critical to the proofs of (i)-(iii).
Keywords
Cite
@article{arxiv.0705.4068,
title = {Semidefinite Representation of Convex Sets},
author = {J. William Helton and Jiawang Nie},
journal= {arXiv preprint arXiv:0705.4068},
year = {2008}
}