Verifying feasibility of degenerate semidefinite programs
Résumé
This paper deals with the algorithmic aspects of solving feasibility problems of semidef-
inite programming (SDP), aka linear matrix inequalities (LMI). Since in some SDP
instances all feasible solutions have irrational entries, numerical solvers that work with
rational numbers can only find an approximate solution. We study the following ques-
tion: is it possible to certify feasibility of a given SDP using an approximate solution
that is sufficiently close to some exact solution? Existing approaches make the assump-
tion that there exist rational feasible solutions (and use techniques such as rounding
and lattice reduction algorithms).
We propose an alternative approach that does not need this assumption. More
specifically, we show how to construct a system of polynomial equations whose set of
real solutions is guaranteed to have an isolated correct solution (assuming that the
target exact solution is maximum-rank). This allows, in particular, to use algorithms
from real algebraic geometry for solving systems of polynomial equations, yielding a
hybrid (or symbolic-numerical) method for SDPs. We experimentally compare it with
a pure symbolic method in [22]; the hybrid method was able to certify feasibility of
many SDP instances on which [22] failed. We argue that our approach may have other
uses, such as refining an approximate solution using methods of numerical algebraic
geometry for systems of polynomial equations.
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