{ "id": "1806.08656", "version": "v1", "published": "2018-06-22T13:36:55.000Z", "updated": "2018-06-22T13:36:55.000Z", "title": "Optimal size of linear matrix inequalities in semidefinite approaches to polynomial optimization", "authors": [ "Gennadiy Averkov" ], "categories": [ "math.OC", "math.AG", "math.CO", "math.MG" ], "abstract": "The abbreviations LMI and SOS stand for `linear matrix inequality' and `sum of squares', respectively. The cone $\\Sigma_{n,2d}$ of SOS polynomials in $n$ variables of degree at most $2d$ is known to have a semidefinite extended formulation with one LMI of size $\\binom{n+d}{n}$. In other words, $\\Sigma_{n,2d}$ is a linear image of a set described by one LMI of size $\\binom{n+d}{n}$. We show that $\\Sigma_{n,2d}$ has no semidefinite extended formulation with finitely many LMIs of size less than $\\binom{n+d}{n}$. Thus, the standard extended formulation of $\\Sigma_{n,2d}$ is optimal in terms of the size of the LMIs. As a direct consequence, it follows that the cone of $k \\times k$ symmetric positive semidefinite matrices has no extended formulation with finitely many LMIs of size less than $k$. We also derive analogous results further cones considered in polynomial optimization such as truncated quadratic module, the cones of co-positive and completely positive matrices and the cone of sums of non-negative circuit polynomials.", "revisions": [ { "version": "v1", "updated": "2018-06-22T13:36:55.000Z" } ], "analyses": { "keywords": [ "linear matrix inequality", "polynomial optimization", "semidefinite approaches", "optimal size", "semidefinite extended formulation" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }