A Semidefinite Hierarchy for Containment of Spectrahedra

A spectrahedron is the positivity region of a linear matrix pencil and thus the feasible set of a semidefinite program. We propose and study a hierarchy of sufficient semidefinite conditions to certify the containment of a spectrahedron in another one. This approach comes from applying a moment relaxation to a suitable polynomial optimization formulation. The hierarchical criterion is stronger than a solitary semidefinite criterion discussed earlier by Helton, Klep, and McCullough as well as by the authors. Moreover, several exactness results for the solitary criterion can be brought forward to the hierarchical approach. The hierarchy also applies to the (equivalent) question of checking whether a map between matrix (sub-)spaces is positive. In this context, the solitary criterion checks whether the map is completely positive, and thus our results provide a hierarchy between positivity and complete positivity.Comment: 24 pages, 2 figures; minor corrections; to appear in SIAM J. Opti

The Tracial Hahn-Banach Theorem, Polar Duals, Matrix Convex Sets, and Projections of Free Spectrahedra

This article investigates matrix convex sets and introduces their tracial analogs which we call contractively tracial convex sets. In both contexts completely positive (cp) maps play a central role: unital cp maps in the case of matrix convex sets and trace preserving cp (CPTP) maps in the case of contractively tracial convex sets. CPTP maps, also known as quantum channels, are fundamental objects in quantum information theory. Free convexity is intimately connected with Linear Matrix Inequalities (LMIs) L(x) = A_0 + A_1 x_1 + ... + A_g x_g > 0 and their matrix convex solution sets { X : L(X) is positive semidefinite }, called free spectrahedra. The Effros-Winkler Hahn-Banach Separation Theorem for matrix convex sets states that matrix convex sets are solution sets of LMIs with operator coefficients. Motivated in part by cp interpolation problems, we develop the foundations of convex analysis and duality in the tracial setting, including tracial analogs of the Effros-Winkler Theorem. The projection of a free spectrahedron in g+h variables to g variables is a matrix convex set called a free spectrahedrop. As a class, free spectrahedrops are more general than free spectrahedra, but at the same time more tractable than general matrix convex sets. Moreover, many matrix convex sets can be approximated from above by free spectrahedrops. Here a number of fundamental results for spectrahedrops and their polar duals are established. For example, the free polar dual of a free spectrahedrop is again a free spectrahedrop. We also give a Positivstellensatz for free polynomials that are positive on a free spectrahedrop.Comment: v2: 56 pages, reworked abstract and intro to emphasize the convex duality aspects; v1: 60 pages; includes an index and table of content

Deciding Robust Feasibility and Infeasibility Using a Set Containment Approach: An Application to Stationary Passive Gas Network Operations

In this paper we study feasibility and infeasibility of nonlinear two-stage fully adjustable robust feasibility problems with an empty first stage. This is equivalent to deciding whether the uncertainty set is contained within the projection of the feasible region onto the uncertainty-space. Moreover, the considered sets are assumed to be described by polynomials. For answering this question, two very general approaches using methods from polynomial optimization are presented - one for showing feasibility and one for showing infeasibility. The developed methods are approximated through sum of squares polynomials and solved using semidefinite programs. Deciding robust feasibility and infeasibility is important for gas network operations, which is a nonconvex feasibility problem where the feasible set is described by a composition of polynomials with the absolute value function. Concerning the gas network problem, different topologies are considered. It is shown that a tree structured network can be decided exactly using linear programming. Furthermore, a method is presented to reduce a tree network with one additional arc to a single cycle network. In this case, the problem can be decided by eliminating the absolute value functions and solving the resulting linearly many polynomial optimization problems. Lastly, the effectivity of the methods is tested on a variety of small cyclic networks. It turns out that for instances where robust feasibility or infeasibility can be decided successfully, level 2 or level 3 of the Lasserre relaxation hierarchy typically is sufficient