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Semidefinite approximations of projections and polynomial images of semialgebraic sets

Published 22 Jul 2015 in math.OC | (1507.06143v1)

Abstract: Given a compact semialgebraic set S of Rn and a polynomial map f from Rn to Rm, we consider the problem of approximating the image set F = f(S) in Rm. This includes in particular the projection of S on Rm for n greater than m. Assuming that F is included in a set B which is "simple" (e.g. a box or a ball), we provide two methods to compute certified outer approximations of F. Method 1 exploits the fact that F can be defined with an existential quantifier, while Method 2 computes approximations of the support of image measures.The two methods output a sequence of superlevel sets defined with a single polynomial that yield explicit outer approximations of F. Finding the coefficients of this polynomial boils down to computing an optimal solution of a convex semidefinite program. We provide guarantees of strong convergence to F in L1 norm on B, when the degree of the polynomial approximation tends to infinity. Several examples of applications are provided, together with numerical experiments.

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