Geometric Pairwise Classification of Affine Constraints over Ellipsoidal Regions

Abstract

This paper presents a deterministic geometric procedure for analysing affine constraints over fixed ellipsoidal regions, motivated by chance-constrained set approximation. Analytical tests classify inequalities as always violated, never violated, or cutting. Pairwise tests determine whether two inequalities can be strictly violated at a common point, yielding a compatibility matrix. The tests follow from quadratic optimisation and the Karush–Kuhn–Tucker conditions, with explicit treatment of tangencies, parallel normals, and degenerate inequalities. The formulation applies in arbitrary finite dimensions and provides geometric information for subsequent bounds on simultaneous sampled violations and safe-region approximation.