Invariance and efficiency of convex representations (Q2467162): Difference between revisions

In this paper the authors consider two notions for the representations of convex cones \(G\)-representation and lifted-\(G\)-representation. The former represents a convex cone as a slice of an another; the latter allows in addition, the usage of auxiliary variables in the representation. The authors first study the basic properties of these representations. They show that some basic properties of convex cones are invariant under one notion of representation but not the other. In particular, they prove that lifted-\(G\)-representation is closed under duality when the representing cone is self-dual. They also prove that strict complementarity of a convex optimization problem in conic form is preserved under \(G\)-representations. Then they move to study efficiency measures for representations. They evaluate the representations of homogeneous convex cones based on the ``smoothness'' of the transformations mapping the central path of the representation to the central path of the represented optimization problem.