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Second-order cone representable slices of the positive semidefinite cone of size three (1909.08937v1)

Published 19 Sep 2019 in math.OC, math.AG, and math.MG

Abstract: To demonstrate the discrepancy between second-order cone and semidefinite programming, Hamza Fawzi showed that the cone S_+3 of symmetric positive semidefinite matrices of size 3 is not second-order cone representable (socr). A slice of S_+3 is intersection of S_+3 and a linear sub-space of the space S3 of 3 \times 3 symmetric matrices. It is known that some slices of S_+3 are socr, while some others are not. We classify socr slices of S_+3 by showing that a slice of S_+3 is socr if and if it has dimension at most 4 or is orthogonal to a non-zero singular matrix (where the orthogonality is considered with respect to the standard trace scalar product).

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