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Let V ⊂ ℝⁿ, n ≥ 2, be an unbounded algebraic set defined by a system of polynomial equations $h₁\left(x\right)=\cdots =h_r\left(x\right)=0$ and let f: ℝⁿ→ ℝ be a polynomial. It is known that if f is positive on V then ${f|}_V$ extends to a positive polynomial on the ambient space ℝⁿ, provided V is a variety. We give a constructive proof of this fact for an arbitrary algebraic set V. Precisely, if f is positive on V then there exists a polynomial $h\left(x\right)={\sum }_{i=1}^{r}h{²}_i\left(x\right){\sigma }_i\left(x\right)$, where ${\sigma }_i$ are sums of squares of polynomials of degree at most p, such that f(x) + h(x) > 0 for x...