2011

Lifts of convex sets and cone factorizations

Gouveia, João, Parrilo, Pablo A., Thomas, Rekha

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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.

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