Corpus ID: 56157261

The S-Procedure via dual cone calculus

  title={The S-Procedure via dual cone calculus},
  author={R. Hauser},
  journal={arXiv: Optimization and Control},
  • R. Hauser
  • Published 2013
  • Mathematics
  • arXiv: Optimization and Control
  • 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
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