English

Solving generic parametric linear matrix inequalities

Symbolic Computation 2025-08-28 v2 Algebraic Geometry

Abstract

We consider linear matrix inequalities (LMIs) A=A0+x1A1+...+xnAn0A = A_0 + x_1 A_1 + ... + x_n A_n \succeq 0 with the AiA_i's being m×mm \times m symmetric matrices, with entries in a ring R\mathcal{R}. When R=R\mathcal{R} = \mathbb{R}, the feasibility problem consists in deciding whether the xix_i's can be instantiated to obtain a positive semidefinite matrix. When R=Q[y1,...,yt]\mathcal{R} = \mathbb{Q}[y_1, ... , y_t], the problem asks for a formula on the parameters y1,...,yty_1, ..., y_t, 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 Φ\Phi 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 nn when mm and tt 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.

Keywords

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}
}