Lifts of convex sets and cone factorizations

In this paper we address the basic geometric question of when a given convex set is the image under a linear map of an affine slice of a given closed convex cone. Such a representation or 'lift' of the convex set is especially useful if the cone admits an efficient algorithm for linear optimization over its affine slices. We show that the existence of a lift of a convex set to a cone is equivalent to the existence of a factorization of an operator associated to the set and its polar via elements in the cone and its dual. This generalizes a theorem of Yannakakis that established a connection between polyhedral lifts of a polytope and nonnegative factorizations of its slack matrix. Symmetric lifts of convex sets can also be characterized similarly. When the cones live in a family, our results lead to the definition of the rank of a convex set with respect to this family. We present results about this rank in the context of cones of positive semidefinite matrices. Our methods provide new tools for understanding cone lifts of convex sets.Comment: 20 pages, 2 figure

Orbitopes

An orbitope is the convex hull of an orbit of a compact group acting linearly on a vector space. These highly symmetric convex bodies lie at the crossroads of several fields, in particular convex geometry, optimization, and algebraic geometry. We present a self-contained theory of orbitopes, with particular emphasis on instances arising from the groups SO(n) and O(n). These include Schur-Horn orbitopes, tautological orbitopes, Caratheodory orbitopes, Veronese orbitopes and Grassmann orbitopes. We study their face lattices, their algebraic boundary hypersurfaces, and representations as spectrahedra or projected spectrahedra.Comment: 37 pages. minor revisions of origina

The Convex Hull of a Variety

We present a characterization, in terms of projective biduality, for the hypersurfaces appearing in the boundary of the convex hull of a compact real algebraic variety.Comment: 12 pages, 2 figure

Coordinate shadows of semi-definite and Euclidean distance matrices

We consider the projected semi-definite and Euclidean distance cones onto a subset of the matrix entries. These two sets are precisely the input data defining feasible semi-definite and Euclidean distance completion problems. We classify when these sets are closed, and use the boundary structure of these two sets to elucidate the Krislock-Wolkowicz facial reduction algorithm. In particular, we show that under a chordality assumption, the "minimal cones" of these problems admit combinatorial characterizations. As a byproduct, we record a striking relationship between the complexity of the general facial reduction algorithm (singularity degree) and facial exposedness of conic images under a linear mapping.Comment: 21 page

Support Sets in Exponential Families and Oriented Matroid Theory

The closure of a discrete exponential family is described by a finite set of equations corresponding to the circuits of an underlying oriented matroid. These equations are similar to the equations used in algebraic statistics, although they need not be polynomial in the general case. This description allows for a combinatorial study of the possible support sets in the closure of an exponential family. If two exponential families induce the same oriented matroid, then their closures have the same support sets. Furthermore, the positive cocircuits give a parameterization of the closure of the exponential family.Comment: 27 pages, extended version published in IJA