Abstract
In this paper we show how to construct inner and outer convex approximations of a polytope from an approximate cone factorization of its slack matrix. This provides a robust generalization of the famous result of Yannakakis that polyhedral lifts of a polytope are controlled by (exact) nonnegative factorizations of its slack matrix. Our approximations behave well under polarity and have efficient representations using second order cones. We establish a direct relationship between the quality of the factorization and the quality of the approximations, and our results extend to generalized slack matrices that arise from a polytope contained in a polyhedron.
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Acknowledgments
We thank Anirudha Majumdar for the reference to [18], and Cynthia Vinzant for helpful discussions about cone closures.
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Gouveia was supported by the Centre for Mathematics at the University of Coimbra and Fundação para a Ciência e a Tecnologia, through the European program COMPETE/FEDER. Parrilo was supported by AFOSR FA9550-11-1-0305, and Thomas by the US National Science Foundation Grant DMS-1115293.
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Gouveia, J., Parrilo, P.A. & Thomas, R.R. Approximate cone factorizations and lifts of polytopes. Math. Program. 151, 613–637 (2015). https://doi.org/10.1007/s10107-014-0848-z
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DOI: https://doi.org/10.1007/s10107-014-0848-z