Dualities in convex algebraic geometry

Convex algebraic geometry concerns the interplay between optimization theory and real algebraic geometry. Its objects of study include convex semialgebraic sets that arise in semidefinite programming and from sums of squares. This article compares three notions of duality that are relevant in these...

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Main Authors: Philipp Rostalski, Bernd Sturmfels
Format: Article
Language:English
Published: Sapienza Università Editrice 2010-01-01
Series:Rendiconti di Matematica e delle Sue Applicazioni
Subjects:
Online Access:https://www1.mat.uniroma1.it/ricerca/rendiconti/ARCHIVIO/2010(3-4)/285-327.pdf
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author Philipp Rostalski
Bernd Sturmfels
author_facet Philipp Rostalski
Bernd Sturmfels
author_sort Philipp Rostalski
collection DOAJ
description Convex algebraic geometry concerns the interplay between optimization theory and real algebraic geometry. Its objects of study include convex semialgebraic sets that arise in semidefinite programming and from sums of squares. This article compares three notions of duality that are relevant in these contexts: duality of convex bodies, duality of projective varieties, and the Karush-Kuhn-Tucker conditions derived from Lagrange duality. We show that the optimal value of a polynomial program is an algebraic function whose minimal polynomial is expressed by the hypersurface projectively dual to the constraint set. We give an exposition of recent results on the boundary structure of the convex hull of a compact variety, we contrast this to Lasserre’s representation as a spectrahedral shadow, and we explore the geometric underpinnings of semidefinite programming duality.
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spelling doaj.art-e5a6dfbbdc2342ee9bc6e433f7c18ced2022-12-21T18:51:55ZengSapienza Università EditriceRendiconti di Matematica e delle Sue Applicazioni1120-71832532-33502010-01-01303-4285327Dualities in convex algebraic geometryPhilipp Rostalski0Bernd Sturmfels1University of CaliforniaUniversity of CaliforniaConvex algebraic geometry concerns the interplay between optimization theory and real algebraic geometry. Its objects of study include convex semialgebraic sets that arise in semidefinite programming and from sums of squares. This article compares three notions of duality that are relevant in these contexts: duality of convex bodies, duality of projective varieties, and the Karush-Kuhn-Tucker conditions derived from Lagrange duality. We show that the optimal value of a polynomial program is an algebraic function whose minimal polynomial is expressed by the hypersurface projectively dual to the constraint set. We give an exposition of recent results on the boundary structure of the convex hull of a compact variety, we contrast this to Lasserre’s representation as a spectrahedral shadow, and we explore the geometric underpinnings of semidefinite programming duality.https://www1.mat.uniroma1.it/ricerca/rendiconti/ARCHIVIO/2010(3-4)/285-327.pdfoptimizationdualitysemidefinite programmingspectrahedronconvexityreal algebraic geometry
spellingShingle Philipp Rostalski
Bernd Sturmfels
Dualities in convex algebraic geometry
Rendiconti di Matematica e delle Sue Applicazioni
optimization
duality
semidefinite programming
spectrahedron
convexity
real algebraic geometry
title Dualities in convex algebraic geometry
title_full Dualities in convex algebraic geometry
title_fullStr Dualities in convex algebraic geometry
title_full_unstemmed Dualities in convex algebraic geometry
title_short Dualities in convex algebraic geometry
title_sort dualities in convex algebraic geometry
topic optimization
duality
semidefinite programming
spectrahedron
convexity
real algebraic geometry
url https://www1.mat.uniroma1.it/ricerca/rendiconti/ARCHIVIO/2010(3-4)/285-327.pdf
work_keys_str_mv AT philipprostalski dualitiesinconvexalgebraicgeometry
AT berndsturmfels dualitiesinconvexalgebraicgeometry