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Article Dans Une Revue Mathematical Programming, Series A Année : 2009

Convex sets with semidefinite representation

Résumé

We provide a sufficient condition on a class of compact basic semialgebraic sets K for their convex hull co(K) to have a semidefinite representation (SDr). This SDr is explicitly expressed in terms of the polynomials (g_j) that define K. Examples are provided. We also provide an approximate SDr; that is, for every fixed epsilon>0 there is a convex set K_epsilon in sandwich between co(K) and co(K)+epsilon B (where B is the unit ball of R_n) and K_epsilon has an explicit SDr in terms of the g_j's. For convex and compact basic semi-algebraic sets K defined by concave polynomials, we provide a simpler explicit SDr when the nonnegative Lagrangian L_f associated with K and any linear polynomial f, is a sum of squares. We also provide an approximate SDr specific to the convex case.
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Dates et versions

hal-00331665 , version 1 (17-10-2008)

Identifiants

Citer

Jean-Bernard Lasserre. Convex sets with semidefinite representation. Mathematical Programming, Series A, 2009, 120 (2), pp.457-477. ⟨10.1007/s10107-008-0222-0⟩. ⟨hal-00331665⟩
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