Given a quadratic function h that satisfies a Slater condition, Yakubovich’s S-Procedure (or S-Lemma) gives a characterization of all other quadratic functions that are copositive with $h$ in a form that is amenable to numerical computations. In this paper we present a deep-rooted connection between the S-Procedure and the dual cone calculus formula $(K_{1} \cap K_{2})^{*} = K^{*}_{1} + K^{*}_{2}$, which holds for closed convex cones in $R^{2}$. To establish the link with the S-Procedure, we… CONTINUE READING