Solving generic parametric linear matrix inequalities
Abstract
We consider linear matrix inequalities (LMIs) with the 's being symmetric matrices, with entries in a ring . When , the feasibility problem consists in deciding whether the 's can be instantiated to obtain a positive semidefinite matrix. When , the problem asks for a formula on the parameters , which describes the values of the parameters for which the specialized LMI is feasible. This problem can be solved using general quantifier elimination algorithms, with a complexity that is exponential in n. In this work, we leverage the LMI structure of the problem to design an algorithm that computes a formula describing a dense subset of the feasible region of parameters, under genericity assumptions. The complexity of this algorithm is exponential in n, m and t but becomes polynomial in when and are fixed. We apply the algorithm to a parametric sum-of-squares problem and to the convergence analyses of certain first-order optimization methods, which are both known to be equivalent to the feasibility of certain parametric LMIs, hence demonstrating its practical interest.
Cite
@article{arxiv.2503.01487,
title = {Solving generic parametric linear matrix inequalities},
author = {Simone Naldi and Mohab Safey El Din and Adrien Taylor and Weijia Wang},
journal= {arXiv preprint arXiv:2503.01487},
year = {2025}
}