English

Convergence rates of S.O.S hierarchies for polynomial semidefinite programs

Optimization and Control 2025-10-20 v3

Abstract

We introduce an S.o.S hierarchy of lower bounds for a polynomial optimization problem whose constraint is expressed as a matrix polynomial semidefinite inequality. Our approach involves utilizing a penalty function framework to directly address the matrix-based constraint, making it applicable to both discrete and continuous polynomial optimization problems. We investigate the convergence rates of these bounds in both types of problems. The proposed method yields a variant of Putinar's theorem, tailored for positive polynomials within a compact semidefinite set X\mathcal{X} defined by a matrix polynomial semidefinite constraint. More specifically, we derive novel insights into the convergence rates and bounds on the degree of the S.o.S polynomials required to certify positivity on X\mathcal{X}, based on Jackson's theorem and a variant of the {\L}ojasiewicz inequality.

Keywords

Cite

@article{arxiv.2406.12013,
  title  = {Convergence rates of S.O.S hierarchies for polynomial semidefinite programs},
  author = {Hoang Anh Tran and Kim-Chuan Toh},
  journal= {arXiv preprint arXiv:2406.12013},
  year   = {2025}
}