Second-order cone representation for convex subsets of the plane

preprint2021arXivOpen access

Abstract

Semidefinite programming (SDP) is the task of optimizing a linear function over the common solution set of finitely many linear matrix inequalities (LMIs). For the running time of SDP solvers, the maximal matrix size of these LMIs is usually more critical than their number. The semidefinite extension degree sxdeg(K)\text{sxdeg}(K) of a convex set K⊆RnK\subseteq\mathbb R^n is the smallest number dd such that KK is a linear image of a finite intersection S1∩⋯∩SNS_1\cap\dots\cap S_N, where each SiS_i is a spectrahedron defined by a linear matrix inequality of size ≤d\le d. Thus sxdeg(K)\text{sxdeg}(K) can be seen as a measure for the complexity of performing semidefinite programs over the set KK. We give several equivalent characterizations of sxdeg(K)\text{sxdeg}(K), and use them to prove our main result: sxdeg(K)≤2\text{sxdeg}(K)\le2 holds for any closed convex semialgebraic set K⊆R2K\subseteq\mathbb R^2. In other words, such KK can be represented using the second-order cone.

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