Polynomial Matrix Inequality and Semidefinite Representation

Published Online:https://doi.org/10.1287/moor.1110.0498

Consider a convex set , where G(x) is a symmetric matrix whose every entry is a polynomial or rational function, 𝒟 ⫅ ℝn is a domain on which G(x) is defined, and 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 = ℝn, 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.

INFORMS site uses cookies to store information on your computer. Some are essential to make our site work; Others help us improve the user experience. By using this site, you consent to the placement of these cookies. Please read our Privacy Statement to learn more.