Matrix Convex Hulls of Free Semialgebraic Sets

Abstract

This article resides in the realm of the noncommutative (free) analog of real algebraic geometry - the study of polynomial inequalities and equations over the real numbers - with a focus on matrix convex sets $C$ and their projections $\hat C$. A free semialgebraic set which is convex as well as bounded and open can be represented as the solution set of a Linear Matrix Inequality (LMI), a result which suggests that convex free semialgebraic sets are rare. Further, Tarski's transfer principle fails in the free setting: The projection of a free convex semialgebraic set need not be free semialgebraic. Both of these results, and the importance of convex approximations in the optimization community, provide impetus and motivation for the study of the free (matrix) convex hull of free semialgebraic sets. This article presents the construction of a sequence $C^{(d)}$ of LMI domains in increasingly many variables whose projections $\hat C^{(d)}$ are successively finer outer approximations of the matrix convex hull of a free semialgebraic set $D_p=\{X: p(X)\succeq0\}$. It is based on free analogs of moments and Hankel matrices. Such an approximation scheme is possibly the best that can be done in general. Indeed, natural noncommutative transcriptions of formulas for certain well known classical (commutative) convex hulls does not produce the convex hulls in the free case. This failure is illustrated on one of the simplest free nonconvex $D_p$. A basic question is which free sets $\hat S$ are the projection of a free semialgebraic set $S$? Techniques and results of this paper bear upon this question which is open even for convex sets.Comment: 41 pages; includes table of contents; supplementary material (a Mathematica notebook) can be found at http://www.math.auckland.ac.nz/~igorklep/publ.htm