Free Descriptions of Convex Sets
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Abstract: Convex sets arising in a variety of applications are well-defined for every relevant dimension. Examples include the simplex and the spectraplex that correspond, respectively, to probability distributions and to quantum states; combinatorial polytopes and their associated relaxations such as the cut polytope and the elliptope in integer programming; and unit balls of commonly-employed regularizers such as the and Schatten norms in inverse problems. Moreover, these sets are often specified using conic descriptions that can be obviously instantiated in any dimension. We develop a systematic framework to study such free descriptions of convex sets. We show that free descriptions arise from a recently-identified phenomenon in algebraic topology called representation stability, which relates invariants across dimensions in a sequence of group representations. Our framework yields a procedure to obtain parametric families of freely-described convex sets whose structure is adapted to a given application; illustrations are provided via examples that arise in the literature as well as new families that are derived using our procedure. We demonstrate the utility of our framework in two contexts. First, we develop an algorithm for a free analog of the convex regression problem, where a convex function is fit to input-output training data; in our setting, the inputs may be of different dimensions and we seek a convex function that is well-defined for inputs of any dimension (including those that are not in the training set). Second, we prove that many sequences of symmetric conic programs can be solved in constant time, which unifies and strengthens several disparate results in the literature. Our work extensively uses ideas and results from representation stability, and it can be seen as a new point of contact between representation stability and convex geometry via conic descriptions.
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