+ All Categories
Home > Documents > An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant...

An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant...

Date post: 25-Jul-2020
Category:
Upload: others
View: 4 times
Download: 0 times
Share this document with a friend
28
An SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan joint work with Daniel Plaumann Cynthia Vinzant An SOS Relaxation for Hyperbolicity Cones
Transcript
Page 1: An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan In[121]:= f = ContourPlot3D @ 2 x ^ 4 + y ^ 4 + z ^ 4 - 3

An SOS Relaxation for Hyperbolicity Cones

Cynthia Vinzant

University of Michigan

In[121]:= f = ContourPlot3D@2 x^4 + y^4 + z^4 - 3 y^2 x^2 - 3 z^2 x^2 + y^2 z^2 ã 0 ,8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<, Mesh Ø None,ContourStyle Ø 8 Blue, [email protected]<, Boxed Ø False, Axes Ø None, PlotPoints Ø 100D

Out[121]=

In[137]:= p1 = ContourPlot3D@x ã 1.6, 8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<,Mesh Ø None, ContourStyle Ø 8Magenta<, Boxed Ø False, Axes Ø NoneD;

p2 = ContourPlot3D@z ã 1.5, 8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<,Mesh Ø None, ContourStyle Ø 8Green<, Boxed Ø False, Axes Ø NoneD;

Show@8f, p1<DShow@8f, p2<DShow@8f, p1, p2<D

joint work with Daniel Plaumann

Cynthia Vinzant An SOS Relaxation for Hyperbolicity Cones

Page 2: An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan In[121]:= f = ContourPlot3D @ 2 x ^ 4 + y ^ 4 + z ^ 4 - 3

Hyperbolic Polynomials

A homogeneous polynomial f ∈ R[x1, . . . , xn]d is hyperbolicwith respect to a point e ∈ Rn if f (e) 6= 0 and for every x ∈ Rn,all roots of f (te + x) ∈ R[t] are real.

x21 − x22 − x23

x41 − x42 − x43

hyperbolic with

not hyperbolic

respect to e = (1, 0, 0)

Cynthia Vinzant An SOS Relaxation for Hyperbolicity Cones

Page 3: An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan In[121]:= f = ContourPlot3D @ 2 x ^ 4 + y ^ 4 + z ^ 4 - 3

Hyperbolic Polynomials

A homogeneous polynomial f ∈ R[x1, . . . , xn]d is hyperbolicwith respect to a point e ∈ Rn if f (e) 6= 0 and for every x ∈ Rn,all roots of f (te + x) ∈ R[t] are real.

x21 − x22 − x23

x41 − x42 − x43

hyperbolic with

not hyperbolic

respect to e = (1, 0, 0)

Cynthia Vinzant An SOS Relaxation for Hyperbolicity Cones

Page 4: An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan In[121]:= f = ContourPlot3D @ 2 x ^ 4 + y ^ 4 + z ^ 4 - 3

Hyperbolic Polynomials

A homogeneous polynomial f ∈ R[x1, . . . , xn]d is hyperbolicwith respect to a point e ∈ Rn if f (e) 6= 0 and for every x ∈ Rn,all roots of f (te + x) ∈ R[t] are real.

x21 − x22 − x23 x41 − x42 − x43

hyperbolic with not hyperbolicrespect to e = (1, 0, 0)

Cynthia Vinzant An SOS Relaxation for Hyperbolicity Cones

Page 5: An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan In[121]:= f = ContourPlot3D @ 2 x ^ 4 + y ^ 4 + z ^ 4 - 3

Hyperbolicity ConesIn[121]:= f = ContourPlot3D@2 x^4 + y^4 + z^4 - 3 y^2 x^2 - 3 z^2 x^2 + y^2 z^2 ã 0 ,

8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<, Mesh Ø None,ContourStyle Ø 8 Blue, [email protected]<, Boxed Ø False, Axes Ø None, PlotPoints Ø 100D

Out[121]=

In[137]:= p1 = ContourPlot3D@x ã 1.6, 8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<,Mesh Ø None, ContourStyle Ø 8Magenta<, Boxed Ø False, Axes Ø NoneD;

p2 = ContourPlot3D@z ã 1.5, 8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<,Mesh Ø None, ContourStyle Ø 8Green<, Boxed Ø False, Axes Ø NoneD;

Show@8f, p1<DShow@8f, p2<DShow@8f, p1, p2<D

Its hyperbolicity cone, denoted C (f , e),is the connected component of e in Rn\VR(f ).

Garding (1959) showed that

I C (f , e) is convex, and

I f is hyperbolic with respect to any point a ∈ C (f , e).

One can use interior point methods to optimize a linear functionover an affine section of a hyperbolicity cone, Guler (1997),Renegar (2006). This solves a hyperbolic program.

Cynthia Vinzant An SOS Relaxation for Hyperbolicity Cones

Page 6: An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan In[121]:= f = ContourPlot3D @ 2 x ^ 4 + y ^ 4 + z ^ 4 - 3

Hyperbolicity ConesIn[121]:= f = ContourPlot3D@2 x^4 + y^4 + z^4 - 3 y^2 x^2 - 3 z^2 x^2 + y^2 z^2 ã 0 ,

8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<, Mesh Ø None,ContourStyle Ø 8 Blue, [email protected]<, Boxed Ø False, Axes Ø None, PlotPoints Ø 100D

Out[121]=

In[137]:= p1 = ContourPlot3D@x ã 1.6, 8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<,Mesh Ø None, ContourStyle Ø 8Magenta<, Boxed Ø False, Axes Ø NoneD;

p2 = ContourPlot3D@z ã 1.5, 8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<,Mesh Ø None, ContourStyle Ø 8Green<, Boxed Ø False, Axes Ø NoneD;

Show@8f, p1<DShow@8f, p2<DShow@8f, p1, p2<D

Its hyperbolicity cone, denoted C (f , e),is the connected component of e in Rn\VR(f ).

Garding (1959) showed that

I C (f , e) is convex, and

I f is hyperbolic with respect to any point a ∈ C (f , e).

One can use interior point methods to optimize a linear functionover an affine section of a hyperbolicity cone, Guler (1997),Renegar (2006). This solves a hyperbolic program.

Cynthia Vinzant An SOS Relaxation for Hyperbolicity Cones

Page 7: An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan In[121]:= f = ContourPlot3D @ 2 x ^ 4 + y ^ 4 + z ^ 4 - 3

Hyperbolicity ConesIn[121]:= f = ContourPlot3D@2 x^4 + y^4 + z^4 - 3 y^2 x^2 - 3 z^2 x^2 + y^2 z^2 ã 0 ,

8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<, Mesh Ø None,ContourStyle Ø 8 Blue, [email protected]<, Boxed Ø False, Axes Ø None, PlotPoints Ø 100D

Out[121]=

In[137]:= p1 = ContourPlot3D@x ã 1.6, 8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<,Mesh Ø None, ContourStyle Ø 8Magenta<, Boxed Ø False, Axes Ø NoneD;

p2 = ContourPlot3D@z ã 1.5, 8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<,Mesh Ø None, ContourStyle Ø 8Green<, Boxed Ø False, Axes Ø NoneD;

Show@8f, p1<DShow@8f, p2<DShow@8f, p1, p2<D

Its hyperbolicity cone, denoted C (f , e),is the connected component of e in Rn\VR(f ).

Garding (1959) showed that

I C (f , e) is convex, and

I f is hyperbolic with respect to any point a ∈ C (f , e).

One can use interior point methods to optimize a linear functionover an affine section of a hyperbolicity cone, Guler (1997),Renegar (2006). This solves a hyperbolic program.

Cynthia Vinzant An SOS Relaxation for Hyperbolicity Cones

Page 8: An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan In[121]:= f = ContourPlot3D @ 2 x ^ 4 + y ^ 4 + z ^ 4 - 3

Two Important Examples of Hyperbolic Programming

Linear Programming Semidefinite Programming

f

∏i xi det

x11 . . . x1n...

. . ....

x1n . . . xnn

e

(1, . . . , 1) Idn

C (f , e)

(R+)n positive definite matricesIn[121]:= f = ContourPlot3D@2 x^4 + y^4 + z^4 - 3 y^2 x^2 - 3 z^2 x^2 + y^2 z^2 ã 0 ,

8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<, Mesh Ø None,ContourStyle Ø 8 Blue, [email protected]<, Boxed Ø False, Axes Ø None, PlotPoints Ø 100D

Out[121]=

In[137]:= p1 = ContourPlot3D@x ã 1.6, 8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<,Mesh Ø None, ContourStyle Ø 8Magenta<, Boxed Ø False, Axes Ø NoneD;

p2 = ContourPlot3D@z ã 1.5, 8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<,Mesh Ø None, ContourStyle Ø 8Green<, Boxed Ø False, Axes Ø NoneD;

Show@8f, p1<DShow@8f, p2<DShow@8f, p1, p2<D

Cynthia Vinzant An SOS Relaxation for Hyperbolicity Cones

Page 9: An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan In[121]:= f = ContourPlot3D @ 2 x ^ 4 + y ^ 4 + z ^ 4 - 3

Two Important Examples of Hyperbolic Programming

Linear Programming

Semidefinite Programming

f∏

i xi

det

x11 . . . x1n...

. . ....

x1n . . . xnn

e (1, . . . , 1)

Idn

C (f , e) (R+)n

positive definite matricesIn[121]:= f = ContourPlot3D@2 x^4 + y^4 + z^4 - 3 y^2 x^2 - 3 z^2 x^2 + y^2 z^2 ã 0 ,

8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<, Mesh Ø None,ContourStyle Ø 8 Blue, [email protected]<, Boxed Ø False, Axes Ø None, PlotPoints Ø 100D

Out[121]=

In[137]:= p1 = ContourPlot3D@x ã 1.6, 8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<,Mesh Ø None, ContourStyle Ø 8Magenta<, Boxed Ø False, Axes Ø NoneD;

p2 = ContourPlot3D@z ã 1.5, 8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<,Mesh Ø None, ContourStyle Ø 8Green<, Boxed Ø False, Axes Ø NoneD;

Show@8f, p1<DShow@8f, p2<DShow@8f, p1, p2<D

Cynthia Vinzant An SOS Relaxation for Hyperbolicity Cones

Page 10: An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan In[121]:= f = ContourPlot3D @ 2 x ^ 4 + y ^ 4 + z ^ 4 - 3

Two Important Examples of Hyperbolic Programming

Linear Programming Semidefinite Programming

f∏

i xi det

x11 . . . x1n...

. . ....

x1n . . . xnn

e (1, . . . , 1) Idn

C (f , e) (R+)n positive definite matricesIn[121]:= f = ContourPlot3D@2 x^4 + y^4 + z^4 - 3 y^2 x^2 - 3 z^2 x^2 + y^2 z^2 ã 0 ,

8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<, Mesh Ø None,ContourStyle Ø 8 Blue, [email protected]<, Boxed Ø False, Axes Ø None, PlotPoints Ø 100D

Out[121]=

In[137]:= p1 = ContourPlot3D@x ã 1.6, 8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<,Mesh Ø None, ContourStyle Ø 8Magenta<, Boxed Ø False, Axes Ø NoneD;

p2 = ContourPlot3D@z ã 1.5, 8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<,Mesh Ø None, ContourStyle Ø 8Green<, Boxed Ø False, Axes Ø NoneD;

Show@8f, p1<DShow@8f, p2<DShow@8f, p1, p2<DCynthia Vinzant An SOS Relaxation for Hyperbolicity Cones

Page 11: An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan In[121]:= f = ContourPlot3D @ 2 x ^ 4 + y ^ 4 + z ^ 4 - 3

Some convex cones are slices of other convex cones.

TheoremEvery hyperbolicity cone is a linear sliceof the cone of nonnegative polynomials.

If f ∈ R[x1, . . . , xn]d is hyperbolic withrespect to e ∈ Rn, then its hyperbolicitycone C (f , e) is a slice of the cone ofnonnegative polynomials in R[x1, . . . , xn]2d−2.

Cynthia Vinzant An SOS Relaxation for Hyperbolicity Cones

Page 12: An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan In[121]:= f = ContourPlot3D @ 2 x ^ 4 + y ^ 4 + z ^ 4 - 3

Some convex cones are slices of other convex cones.

TheoremEvery hyperbolicity cone is a linear sliceof the cone of nonnegative polynomials.

If f ∈ R[x1, . . . , xn]d is hyperbolic withrespect to e ∈ Rn, then its hyperbolicitycone C (f , e) is a slice of the cone ofnonnegative polynomials in R[x1, . . . , xn]2d−2.

Cynthia Vinzant An SOS Relaxation for Hyperbolicity Cones

Page 13: An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan In[121]:= f = ContourPlot3D @ 2 x ^ 4 + y ^ 4 + z ^ 4 - 3

Interlacing Derivatives

If all roots of p(t) are real, then the roots ofp′(t) are real and interlace the roots of p(t).

For any direction a ∈ C (f , e) the polynomial

Da(f ) =∑i

ai∂f

∂xi=

(∂

∂tf (ta + x)

) ∣∣∣∣t=0

is hyperbolic and interlaces f . (Not true for a /∈ C (f , e)).

-2 -1 0 1 2

-2

-1

0

1

2

-2 -1 0 1 2

-2

-1

0

1

2

Cynthia Vinzant An SOS Relaxation for Hyperbolicity Cones

Page 14: An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan In[121]:= f = ContourPlot3D @ 2 x ^ 4 + y ^ 4 + z ^ 4 - 3

Interlacing Derivatives

If all roots of p(t) are real, then the roots ofp′(t) are real and interlace the roots of p(t).

For any direction a ∈ C (f , e) the polynomial

Da(f ) =∑i

ai∂f

∂xi=

(∂

∂tf (ta + x)

) ∣∣∣∣t=0

is hyperbolic and interlaces f .

(Not true for a /∈ C (f , e)).

-2 -1 0 1 2

-2

-1

0

1

2

-2 -1 0 1 2

-2

-1

0

1

2

Cynthia Vinzant An SOS Relaxation for Hyperbolicity Cones

Page 15: An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan In[121]:= f = ContourPlot3D @ 2 x ^ 4 + y ^ 4 + z ^ 4 - 3

Interlacing Derivatives

If all roots of p(t) are real, then the roots ofp′(t) are real and interlace the roots of p(t).

For any direction a ∈ C (f , e) the polynomial

Da(f ) =∑i

ai∂f

∂xi=

(∂

∂tf (ta + x)

) ∣∣∣∣t=0

is hyperbolic and interlaces f . (Not true for a /∈ C (f , e)).

-2 -1 0 1 2

-2

-1

0

1

2

-2 -1 0 1 2

-2

-1

0

1

2

Cynthia Vinzant An SOS Relaxation for Hyperbolicity Cones

Page 16: An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan In[121]:= f = ContourPlot3D @ 2 x ^ 4 + y ^ 4 + z ^ 4 - 3

Interlacing and Nonnegativity

-2 -1 0 1 2

-2

-1

0

1

2

For any a ∈ C (f , e), the productDe f · Daf is nonnegative on VR(f ).

In fact, De f · Daf − f · DeDafis nonnegative on Rn.

TheoremIf f ∈ R[x1, . . . , xn]d is square-free and hyperbolic with respect tothe point e ∈ Rn and f (e) > 0, then the hyperbolicity cone C (f , e)is the following linear section of nonnegative polynomials:

{ a ∈ Rn : De f · Daf − f · DeDaf ≥ 0 on Rn }.

Cynthia Vinzant An SOS Relaxation for Hyperbolicity Cones

Page 17: An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan In[121]:= f = ContourPlot3D @ 2 x ^ 4 + y ^ 4 + z ^ 4 - 3

Interlacing and Nonnegativity

-2 -1 0 1 2

-2

-1

0

1

2

For any a ∈ C (f , e), the productDe f · Daf is nonnegative on VR(f ).

In fact, De f · Daf − f · DeDafis nonnegative on Rn.

TheoremIf f ∈ R[x1, . . . , xn]d is square-free and hyperbolic with respect tothe point e ∈ Rn and f (e) > 0, then the hyperbolicity cone C (f , e)is the following linear section of nonnegative polynomials:

{ a ∈ Rn : De f · Daf − f · DeDaf ≥ 0 on Rn }.

Cynthia Vinzant An SOS Relaxation for Hyperbolicity Cones

Page 18: An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan In[121]:= f = ContourPlot3D @ 2 x ^ 4 + y ^ 4 + z ^ 4 - 3

Interlacing and Nonnegativity

-2 -1 0 1 2

-2

-1

0

1

2

For any a ∈ C (f , e), the productDe f · Daf is nonnegative on VR(f ).

In fact, De f · Daf − f · DeDafis nonnegative on Rn.

TheoremIf f ∈ R[x1, . . . , xn]d is square-free and hyperbolic with respect tothe point e ∈ Rn and f (e) > 0, then the hyperbolicity cone C (f , e)is the following linear section of nonnegative polynomials:

{ a ∈ Rn : De f · Daf − f · DeDaf ≥ 0 on Rn }.

Cynthia Vinzant An SOS Relaxation for Hyperbolicity Cones

Page 19: An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan In[121]:= f = ContourPlot3D @ 2 x ^ 4 + y ^ 4 + z ^ 4 - 3

Example: the Lorentz cone

-1.0 -0.5 0.0 0.5 1.0

-1.0

-0.5

0.0

0.5

1.0

f (x) = x21 − x22 − . . .− x2n e = (1, 0, . . . , 0)

De f · Daf − f · DeDaf

= (2x1)(2a1x1 −∑

j 6=1 2ajxj)− (x21 −∑

j 6=1 x2j )(2a1)

= 2(a1∑

j x2j − 2

∑j 6=1 ajx1xj

)

⇒ C (f , e) =

a ∈ Rn :

a1 −a2 . . . −an−a2 a1 0

.... . .

...−an 0 . . . a1

� 0

(determinant = an−2

1 f (a))

Cynthia Vinzant An SOS Relaxation for Hyperbolicity Cones

Page 20: An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan In[121]:= f = ContourPlot3D @ 2 x ^ 4 + y ^ 4 + z ^ 4 - 3

Example: the Lorentz cone

-1.0 -0.5 0.0 0.5 1.0

-1.0

-0.5

0.0

0.5

1.0

f (x) = x21 − x22 − . . .− x2n e = (1, 0, . . . , 0)

De f · Daf − f · DeDaf

= (2x1)(2a1x1 −∑

j 6=1 2ajxj)− (x21 −∑

j 6=1 x2j )(2a1)

= 2(a1∑

j x2j − 2

∑j 6=1 ajx1xj

)

⇒ C (f , e) =

a ∈ Rn :

a1 −a2 . . . −an−a2 a1 0

.... . .

...−an 0 . . . a1

� 0

(determinant = an−2

1 f (a))

Cynthia Vinzant An SOS Relaxation for Hyperbolicity Cones

Page 21: An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan In[121]:= f = ContourPlot3D @ 2 x ^ 4 + y ^ 4 + z ^ 4 - 3

Example: the Lorentz cone

-1.0 -0.5 0.0 0.5 1.0

-1.0

-0.5

0.0

0.5

1.0

f (x) = x21 − x22 − . . .− x2n e = (1, 0, . . . , 0)

De f · Daf − f · DeDaf

= (2x1)(2a1x1 −∑

j 6=1 2ajxj)− (x21 −∑

j 6=1 x2j )(2a1)

= 2(a1∑

j x2j − 2

∑j 6=1 ajx1xj

)

⇒ C (f , e) =

a ∈ Rn :

a1 −a2 . . . −an−a2 a1 0

.... . .

...−an 0 . . . a1

� 0

(determinant = an−2

1 f (a))

Cynthia Vinzant An SOS Relaxation for Hyperbolicity Cones

Page 22: An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan In[121]:= f = ContourPlot3D @ 2 x ^ 4 + y ^ 4 + z ^ 4 - 3

Example: the Lorentz cone

-1.0 -0.5 0.0 0.5 1.0

-1.0

-0.5

0.0

0.5

1.0

f (x) = x21 − x22 − . . .− x2n e = (1, 0, . . . , 0)

De f · Daf − f · DeDaf

= (2x1)(2a1x1 −∑

j 6=1 2ajxj)− (x21 −∑

j 6=1 x2j )(2a1)

= 2(a1∑

j x2j − 2

∑j 6=1 ajx1xj

)

⇒ C (f , e) =

a ∈ Rn :

a1 −a2 . . . −an−a2 a1 0

.... . .

...−an 0 . . . a1

� 0

(determinant = an−21 f (a))

Cynthia Vinzant An SOS Relaxation for Hyperbolicity Cones

Page 23: An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan In[121]:= f = ContourPlot3D @ 2 x ^ 4 + y ^ 4 + z ^ 4 - 3

Example: the Lorentz cone

-1.0 -0.5 0.0 0.5 1.0

-1.0

-0.5

0.0

0.5

1.0

f (x) = x21 − x22 − . . .− x2n e = (1, 0, . . . , 0)

De f · Daf − f · DeDaf

= (2x1)(2a1x1 −∑

j 6=1 2ajxj)− (x21 −∑

j 6=1 x2j )(2a1)

= 2(a1∑

j x2j − 2

∑j 6=1 ajx1xj

)

⇒ C (f , e) =

a ∈ Rn :

a1 −a2 . . . −an−a2 a1 0

.... . .

...−an 0 . . . a1

� 0

(determinant = an−2

1 f (a))

Cynthia Vinzant An SOS Relaxation for Hyperbolicity Cones

Page 24: An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan In[121]:= f = ContourPlot3D @ 2 x ^ 4 + y ^ 4 + z ^ 4 - 3

Sums of Squares Relaxation

Corollary

{a ∈ Rn : De f ·Daf − f ·DeDaf is a sum of squares } ⊆ C (f , e).

↖the projection of a spectrahedron!

TheoremIf f = det(

∑i xiMi ) where M1, . . . ,Mn are real symmetric matrices

and∑

i eiMi � 0, then this relaxation is exact.

Conjecture

This relaxation is always exact andevery hyperbolicity cone is theprojection of a spectrahedron.

In[121]:= f = ContourPlot3D@2 x^4 + y^4 + z^4 - 3 y^2 x^2 - 3 z^2 x^2 + y^2 z^2 ã 0 ,8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<, Mesh Ø None,ContourStyle Ø 8 Blue, [email protected]<, Boxed Ø False, Axes Ø None, PlotPoints Ø 100D

Out[121]=

In[137]:= p1 = ContourPlot3D@x ã 1.6, 8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<,Mesh Ø None, ContourStyle Ø 8Magenta<, Boxed Ø False, Axes Ø NoneD;

p2 = ContourPlot3D@z ã 1.5, 8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<,Mesh Ø None, ContourStyle Ø 8Green<, Boxed Ø False, Axes Ø NoneD;

Show@8f, p1<DShow@8f, p2<DShow@8f, p1, p2<D

Thanks!

Cynthia Vinzant An SOS Relaxation for Hyperbolicity Cones

Page 25: An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan In[121]:= f = ContourPlot3D @ 2 x ^ 4 + y ^ 4 + z ^ 4 - 3

Sums of Squares Relaxation

Corollary

{a ∈ Rn : De f ·Daf − f ·DeDaf is a sum of squares } ⊆ C (f , e).

↖the projection of a spectrahedron!

TheoremIf f = det(

∑i xiMi ) where M1, . . . ,Mn are real symmetric matrices

and∑

i eiMi � 0, then this relaxation is exact.

Conjecture

This relaxation is always exact andevery hyperbolicity cone is theprojection of a spectrahedron.

In[121]:= f = ContourPlot3D@2 x^4 + y^4 + z^4 - 3 y^2 x^2 - 3 z^2 x^2 + y^2 z^2 ã 0 ,8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<, Mesh Ø None,ContourStyle Ø 8 Blue, [email protected]<, Boxed Ø False, Axes Ø None, PlotPoints Ø 100D

Out[121]=

In[137]:= p1 = ContourPlot3D@x ã 1.6, 8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<,Mesh Ø None, ContourStyle Ø 8Magenta<, Boxed Ø False, Axes Ø NoneD;

p2 = ContourPlot3D@z ã 1.5, 8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<,Mesh Ø None, ContourStyle Ø 8Green<, Boxed Ø False, Axes Ø NoneD;

Show@8f, p1<DShow@8f, p2<DShow@8f, p1, p2<D

Thanks!

Cynthia Vinzant An SOS Relaxation for Hyperbolicity Cones

Page 26: An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan In[121]:= f = ContourPlot3D @ 2 x ^ 4 + y ^ 4 + z ^ 4 - 3

Sums of Squares Relaxation

Corollary

{a ∈ Rn : De f ·Daf − f ·DeDaf is a sum of squares } ⊆ C (f , e).

↖the projection of a spectrahedron!

TheoremIf f = det(

∑i xiMi ) where M1, . . . ,Mn are real symmetric matrices

and∑

i eiMi � 0, then this relaxation is exact.

Conjecture

This relaxation is always exact andevery hyperbolicity cone is theprojection of a spectrahedron.

In[121]:= f = ContourPlot3D@2 x^4 + y^4 + z^4 - 3 y^2 x^2 - 3 z^2 x^2 + y^2 z^2 ã 0 ,8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<, Mesh Ø None,ContourStyle Ø 8 Blue, [email protected]<, Boxed Ø False, Axes Ø None, PlotPoints Ø 100D

Out[121]=

In[137]:= p1 = ContourPlot3D@x ã 1.6, 8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<,Mesh Ø None, ContourStyle Ø 8Magenta<, Boxed Ø False, Axes Ø NoneD;

p2 = ContourPlot3D@z ã 1.5, 8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<,Mesh Ø None, ContourStyle Ø 8Green<, Boxed Ø False, Axes Ø NoneD;

Show@8f, p1<DShow@8f, p2<DShow@8f, p1, p2<D

Thanks!

Cynthia Vinzant An SOS Relaxation for Hyperbolicity Cones

Page 27: An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan In[121]:= f = ContourPlot3D @ 2 x ^ 4 + y ^ 4 + z ^ 4 - 3

Sums of Squares Relaxation

Corollary

{a ∈ Rn : De f ·Daf − f ·DeDaf is a sum of squares } ⊆ C (f , e).

↖the projection of a spectrahedron!

TheoremIf f = det(

∑i xiMi ) where M1, . . . ,Mn are real symmetric matrices

and∑

i eiMi � 0, then this relaxation is exact.

Conjecture

This relaxation is always exact andevery hyperbolicity cone is theprojection of a spectrahedron.

In[121]:= f = ContourPlot3D@2 x^4 + y^4 + z^4 - 3 y^2 x^2 - 3 z^2 x^2 + y^2 z^2 ã 0 ,8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<, Mesh Ø None,ContourStyle Ø 8 Blue, [email protected]<, Boxed Ø False, Axes Ø None, PlotPoints Ø 100D

Out[121]=

In[137]:= p1 = ContourPlot3D@x ã 1.6, 8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<,Mesh Ø None, ContourStyle Ø 8Magenta<, Boxed Ø False, Axes Ø NoneD;

p2 = ContourPlot3D@z ã 1.5, 8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<,Mesh Ø None, ContourStyle Ø 8Green<, Boxed Ø False, Axes Ø NoneD;

Show@8f, p1<DShow@8f, p2<DShow@8f, p1, p2<D

Thanks!

Cynthia Vinzant An SOS Relaxation for Hyperbolicity Cones

Page 28: An SOS Relaxation for Hyperbolicity ConesAn SOS Relaxation for Hyperbolicity Cones Cynthia Vinzant University of Michigan In[121]:= f = ContourPlot3D @ 2 x ^ 4 + y ^ 4 + z ^ 4 - 3

Sums of Squares Relaxation

Corollary

{a ∈ Rn : De f ·Daf − f ·DeDaf is a sum of squares } ⊆ C (f , e).

↖the projection of a spectrahedron!

TheoremIf f = det(

∑i xiMi ) where M1, . . . ,Mn are real symmetric matrices

and∑

i eiMi � 0, then this relaxation is exact.

Conjecture

This relaxation is always exact andevery hyperbolicity cone is theprojection of a spectrahedron.

In[121]:= f = ContourPlot3D@2 x^4 + y^4 + z^4 - 3 y^2 x^2 - 3 z^2 x^2 + y^2 z^2 ã 0 ,8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<, Mesh Ø None,ContourStyle Ø 8 Blue, [email protected]<, Boxed Ø False, Axes Ø None, PlotPoints Ø 100D

Out[121]=

In[137]:= p1 = ContourPlot3D@x ã 1.6, 8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<,Mesh Ø None, ContourStyle Ø 8Magenta<, Boxed Ø False, Axes Ø NoneD;

p2 = ContourPlot3D@z ã 1.5, 8x, -2, 2<, 8z, -4, 4<, 8y, -4, 4<,Mesh Ø None, ContourStyle Ø 8Green<, Boxed Ø False, Axes Ø NoneD;

Show@8f, p1<DShow@8f, p2<DShow@8f, p1, p2<D

Thanks!

Cynthia Vinzant An SOS Relaxation for Hyperbolicity Cones


Recommended