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The S-Procedure via dual cone calculus

Abstract:

Given a quadratic function h that satisfies a Slater condition, Yakubovich’s S-Procedure (or S-Lemma) gives a characterization of all other quadratic functions that are copositive with $h$ in a form that is amenable to numerical computations. In this paper we present a deep-rooted connection between the S-Procedure and the dual cone calculus formula $(K_{1} \cap K_{2})^{*} = K^{*}_{1} + K^{*}_{2}$, which holds for closed convex cones in $R^{2}$. To establish the link with the S-Procedure, we ...

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Raphael Hauser More by this author
Publication date:
2013-05-05
URN:
uuid:d9a3b2c3-8c03-4c1c-8b62-9018182dba61
Local pid:
oai:eprints.maths.ox.ac.uk:1700

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