English

Tractable approximations of sets defined with quantifiers

Optimization and Control 2014-10-28 v1

Abstract

Given a compact basic semi-algebraic set KRn×RmK\subset R^n\times R^m, a simple set BB (box or ellipsoid), and some semi-algebraic function ff, we consider sets defined with quantifiers, of the form R_f:=\{x\in B: \mbox{f(x,y)\leq 0forall for all ysuchthat such that (x,y)\in K}\} and D_f:=\{x\in B: \mbox{f(x,y)\geq 0forsome for some ysuchthat such that (x,y)\in K}\}. The former set RfR_f is particularly useful to qualify "robust" decisions xx versus noise parameter yy (e.g. in robust optimization on some set ΩB\mathbf{\Omega}\subset B) whereas the latter set DfD_f is useful (e.g. in optimization) when one does not want to work with its lifted representation {(x,y)K:f(x,y)0}\{(x,y)\in K: f(x,y)\geq 0\}. Assuming that Kx:={y:(x,y)K}K_x:=\{y:(x,y)\in K\}\neq\emptyset for every xBx\in B, we provide a systematic procedure to obtain a sequence of explicit inner (resp. outer) approximations that converge to RfR_f (resp. DfD_f) in a strong sense. Another (and remarkable) feature is that each approximation is the sublevel set of a single polynomial whose vector of coefficients is an optimal solution of a semidefinite program. Several extensions are also proposed, and in particular, approximations for sets of the form R_F:=\{x\in B:\mbox{(x,y)\in Fforall for all ysuchthat such that (x,y)\in K}\}, where FF is some other basic-semi algebraic set, and also sets defined with two quantifiers.

Keywords

Cite

@article{arxiv.1410.7187,
  title  = {Tractable approximations of sets defined with quantifiers},
  author = {Jean B. Lasserre},
  journal= {arXiv preprint arXiv:1410.7187},
  year   = {2014}
}
R2 v1 2026-06-22T06:37:11.266Z