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Semidefinite Approximation of Closed Convex Set

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Part of the Asset Analytics book series (ASAN)

Abstract

Approximation of convex sets takes a major role in optimization theory and practice. Approximation by semidefinite representable set draws more attention as semidefinite programming problems can be solved very efficiently using numerous existing algorithms. We contribute a technique by which a closed convex set can be approximated by a compactly semidefinite representable set. Further, we extend the technique of approximation and we prove that a closed convex set can be approximated by semidefinite representable set. These results give new techniques in semidefinite programming.

Keywords

Semidefinite representation Convex set Approximation Semidefinite representable set 

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Copyright information

© Springer Nature Singapore Pte Ltd. 2019

Authors and Affiliations

  1. 1.Production and Operations Management, Indian Institute of Management BangaloreBengaluruIndia
  2. 2.Industrial Engineering and Operations Research, Indian Institute of Technology BombayMumbaiIndia

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