Jordan automorphisms and derivatives of symmetric cones

Hyperbolicity cones, and in particular symmetric cones, are of great interest in optimization. Renegar showed that every hyperbolicity cone has a family of derivative cones that approximate it. Ito and Lourenço found the automorphisms of those derivatives when the original cone is generated by rank-one elements, as symmetric cones happen to be. We show that … Read more

Automorphisms of rank-one generated hyperbolicity cones and their derivative relaxations

A hyperbolicity cone is said to be rank-one generated (ROG) if all its extreme rays have rank one, where the rank is computed with respect the underlying hyperbolic polynomial. This is a natural class of hyperbolicity cones which are strictly more general than the ROG spectrahedral cones. In this work, we present a study of … Read more

Central Swaths (A Generalization of the Central Path)

We develop a natural generalization to the notion of the central path — a notion that lies at the heart of interior-point methods for convex optimization. The generalization is accomplished via the “derivative cones” of a “hyperbolicity cone,” the derivatives being direct and mathematically-appealing relaxations of the underlying (hyperbolic) conic constraint, be it the non-negative … Read more

Hyperbolic Programs, and Their Derivative Relaxations

We study the algebraic and facial structures of hyperbolic programs, and examine natural relaxations of hyperbolic programs, the relaxations themselves being hyperbolic programs. Citation TR 1406, School of Operations Research, Cornell University, Ithaca, NY 14853, U.S., 3/04 Article Download View Hyperbolic Programs, and Their Derivative Relaxations

The Lax conjecture is true

In 1958 Lax conjectured that hyperbolic polynomials in three variables are determinants of linear combinations of three symmetric matrices. This conjecture is equivalent to a recent observation of Helton and Vinnikov. Citation Department of Mathematics, Simon Fraser University, Canada Article Download View The Lax conjecture is true