Exact polynomial optimization strengthened with Fritz John conditions
Abstract
Let be polynomials with real coefficients in a vector of variables . Denote by the diagonal matrix with coefficients and denote by the Jacobian of . Let 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 under , denoted by , is empty or finite. (Our assumption holds generically since is empty in a Zariski open set in the space of the coefficients of with given degrees.) We provide a sequence of values, returned by semidefinite programs, finitely converges to the minimal value attained by over the basic semi-algebraic set 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 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