Polynomial Matrix Inequality and Semidefinite Representation

Polynomial Matrix Inequality and Semidefinite Representation

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Article ID: iaor20118533
Volume: 36
Issue: 3
Start Page Number: 398
End Page Number: 415
Publication Date: Aug 2011
Journal: Mathematics of Operations Research
Authors:
Keywords: matrices
Abstract:

Consider a convex set S = { x D : G ( x ) 0 } equ1 , where G(x) is a symmetric matrix whose every entry is a polynomial or rational function, 𝒟 ⊆ ℝ n is a domain on which G(x) is defined, and G ( x ) 0 equ2 means G(x) is positive semidefinite. The set S is called semidefinite representable if it equals the projection of a higher dimensional set that is defined by a linear matrix inequality (LMI). This paper studies sufficient conditions guaranteeing semidefinite representability of S. We prove that S is semidefinite representable in the following cases: (i) 𝒟=ℝ n , G(x) is a matrix polynomial and matrix sos‐concave; (ii) 𝒟 is compact convex, G(x) is a matrix polynomial and strictly matrix concave on 𝒟 (iii) G(x) is a matrix rational function and q‐module matrix concave on 𝒟. Explicit constructions of semidefinite representations are given. Some examples are illustrated.

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