Title :
A generalization of the Löwner-John´s ellipsoid theorem
Author :
Lasserre, Jean B.
Author_Institution :
Inst. of Math., Univ. of Toulouse, Toulouse, France
Abstract :
We provide the following generalization of the Löwner-John´s ellipsoid theorem. Given a (non necessarily convex) compact set K ⊂ ℝn and an even integer d ∈ ℕ, there is a unique homogeneous polynomial g of degree d such that K ⊂ G := {x : g(x) ≤ 1} and G has minimum volume among all such sets. The symmetric case of the Lowner-John theorem is a particular case when d = 2, and importantly, we neither require the set K nor the sublevel set G to be convex. We also provide a numerical scheme to approximate the optimal value and the unique optimal solution as closely as desired.
Keywords :
convex programming; numerical analysis; polynomial approximation; Lowner-John ellipsoid theorem generalization; convex programming; numerical scheme; optimal value; unique homogeneous polynomial; Convex functions; Ellipsoids; Least squares approximations; Linear programming; Polynomials; Vectors;
Conference_Titel :
Decision and Control (CDC), 2013 IEEE 52nd Annual Conference on
Conference_Location :
Firenze
Print_ISBN :
978-1-4673-5714-2
DOI :
10.1109/CDC.2013.6759917