English

Exponential convergence of sum-of-squares hierarchies for trigonometric polynomials

Optimization and Control 2023-04-19 v4

Abstract

We consider the unconstrained optimization of multivariate trigonometric polynomials by the sum-of-squares hierarchy of lower bounds. We first show a convergence rate of O(1/s2)O(1/s^2) for the relaxation with degree ss without any assumption on the trigonometric polynomial to minimize. Second, when the polynomial has a finite number of global minimizers with invertible Hessians at these minimizers, we show an exponential convergence rate with explicit constants. Our results also apply to minimizing regular multivariate polynomials on the hypercube.

Keywords

Cite

@article{arxiv.2211.04889,
  title  = {Exponential convergence of sum-of-squares hierarchies for trigonometric polynomials},
  author = {Francis Bach and Alessandro Rudi},
  journal= {arXiv preprint arXiv:2211.04889},
  year   = {2023}
}