A structural geometrical analysis of weakly infeasible SDPs

In this article, we present a geometric theoretical analysis of semidefinite feasibility problems (SDFPs). This is done by decomposing a SDFP into smaller problems, in a way that preserves most feasibility properties of the original problem. With this technique, we develop a detailed analysis of weakly infeasible SDFPs to understand clearly and systematically how weak infeasibility arises in semidefinite programming. In particular, we show that for a weakly infeasible problem over $n\times n$ matrices, at most $n-1$ directions are required to approach the positive semidefinite cone. We also present a discussion on feasibility certificates for SDFPs and related complexity results.

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