On the convexity for the range set of two quadratic functions

Abstract

Given $n\times n$ symmetric matrices $A$ and $B$, Dines in 1941 proved that the joint range set $\{(x^TAx,x^TBx)|~x\in\mathbb{R}^n\}$ is always convex. Our paper is concerned with non-homogeneous extension of the Dines theorem for the range set $\mathbf{R}(f,g) = \{\left(f(x),g(x)\right)|~x \in \mathbb{R}^n \},$ $f(x) = x^T A x + 2a^T x + a_0$ and $g(x) = x^T B x + 2b^T x + b_0.$ We show that $\mathbf{R}(f,g)$ is convex if, and only if, any pair of level sets, $\{x\in\mathbb{R}^n|f(x)=\alpha\}$ and $\{x\in\mathbb{R}^n|g(x)=\beta\}$, do not separate each other. With the novel geometric concept about separation, we provide a polynomial-time procedure to practically check whether a given $\mathbf{R}(f,g)$ is convex or not.