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arXiv 0705.4068math.OCmath.AG
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凸集的半定表示

Semidefinite Representation of Convex Sets

J. William Helton, Jiawang Nie

摘要:

设$S =\{x\in \re^n: g_1(x)\geq 0, ..., g_m(x)\geq 0\}$是由多元多项式$g_i(x)$定义的半代数集。假设$S$是凸的,紧的,有非空的内部。令$S_i =\{x\in \re^n: g_i(x)\geq 0\}$和$\bdS$(分别为$\bdS_i$)是$S$的边界(分别为$S_i$)。本文讨论了$S$能否表示为某个LMI可表示集的投影。这种$S$被称为半定可表示或SDP可表示。本文的贡献是:{ \bf(i)}假设$g_i(x)$都是$S$上的凹的.如果正定Lagrange Hessian(PDLH)条件成立,即,本文证明了在$S$上极小化任意非零线性函数$\ell^Tx$的优化问题的Lagrange函数的Hessian在极小点处是正定的,则$S$是SDP可表示的. { \bf(ii)}如果每个$g_i(x)$或者是sos-凹的(对于某些可能的非方矩阵多项式$W(x)$是$-\nabla^2g_i(x)=W(x)^TW(x)$)或者是严格拟凹的,则$S$是SDP可表示的。{ \bf(iii)}如果每个$S_i$是sos-凸的或posurv-凸的($S_i$是紧凸的,其边界具有正曲率并且是非奇异的,即$\bdS_i \cap S$上的$\nabla g_i(x) \not = 0$),则$S$是SDP可表示的。这也适用于$S_i$,其中$\bdS_i \cap S$光滑地延伸到包含$S$的后凸集合的边界。{ \bf(iv)}我们给出了Schmüdgen和Putinar的矩阵Positivstellenn的复杂性,这是证明(i)-(iii)的关键.

英文摘要:

Let $S =\{x\in \re^n: g_1(x)\geq 0, ..., g_m(x)\geq 0\}$ be a semialgebraic set defined by multivariate polynomials $g_i(x)$. Assume $S$ is convex, compact and has nonempty interior. Let $S_i =\{x\in \re^n: g_i(x)\geq 0\}$, and $\bdS$ (resp. $\bdS_i$) be the boundary of $S$ (resp. $S_i$). This paper discusses whether $S$ can be represented as the projection of some LMI representable set. Such $S$ is called semidefinite representable or SDP representable. The contributions of this paper: {\bf (i)} Assume $g_i(x)$ are all concave on $S$. 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 $\ell^Tx$ on $S$ is positive definite at the minimizer, then $S$ is SDP representable. {\bf (ii)} If each $g_i(x)$ is either sos-concave ($-\nabla^2g_i(x)=W(x)^TW(x)$ for some possibly nonsquare matrix polynomial $W(x)$) or strictly quasi-concave on $S$, then $S$ is SDP representable. {\bf (iii)} If each $S_i$ is either sos-convex or poscurv-convex ($S_i$ is compact convex, whose boundary has positive curvature and is nonsingular, i.e. $\nabla g_i(x) \not = 0$ on $\bdS_i \cap S$), then $S$ is SDP representable. This also holds for $S_i$ for which $\bdS_i \cap S$ extends smoothly to the boundary of a poscurv-convex set containing $S$. {\bf (iv)} We give the complexity of Schmüdgen and Putinar's matrix Positivstellensatz, which are critical to the proofs of (i)-(iii).

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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