English

Exact polynomial optimization strengthened with Fritz John conditions

Optimization and Control 2023-01-24 v3 Algebraic Geometry

Abstract

Let f,g1,,gmf,g_1,\dots,g_m be polynomials with real coefficients in a vector of variables x=(x1,,xn)x=(x_1,\dots,x_n). Denote by diag(g)\text{diag}(g) the diagonal matrix with coefficients g=(g1,,gm)g=(g_1,\dots,g_m) and denote by g\nabla g the Jacobian of gg. Let CC be the set of critical points defined by \begin{equation} C=\{x\in\mathbb R^n\,:\,\text{rank}(\varphi(x))< m\}\quad\text{with}\quad\varphi:=\begin{bmatrix} \nabla g\\ \text{diag}(g) \end{bmatrix}\,. \end{equation} Assume that the image of CC under ff, denoted by f(C)f(C), is empty or finite. (Our assumption holds generically since CC is empty in a Zariski open set in the space of the coefficients of g1,,gmg_1,\dots,g_m with given degrees.) We provide a sequence of values, returned by semidefinite programs, finitely converges to the minimal value attained by ff over the basic semi-algebraic set SS defined by \begin{equation} S:=\{x\in\mathbb R^n\,:\,g_j(x)\ge 0\,,\,j=1,\dots,m\}\,. \end{equation} Consequently, we can compute exactly the minimal value of any polynomial with real coefficients in xx over one of the following sets: the unit ball, the unit hypercube and the unit simplex. Under a slightly more general assumption, we extend this result to the minimization of any polynomial over a basic convex semi-algebraic set that has non-empty interior and is defined by the inequalities of concave polynomials.

Keywords

Cite

@article{arxiv.2205.04254,
  title  = {Exact polynomial optimization strengthened with Fritz John conditions},
  author = {Ngoc Hoang Anh Mai},
  journal= {arXiv preprint arXiv:2205.04254},
  year   = {2023}
}

Comments

32 pages and 2 tables, merged with arXiv:2205.08450