English

On the complexity of Putinar-Vasilescu's Positivstellensatz

Optimization and Control 2021-05-28 v2 Algebraic Geometry

Abstract

We provide a new degree bound on the weighted sum-of-squares (SOS) polynomials for Putinar-Vasilescu's Positivstellensatz. This leads to another Positivstellensatz saying that if ff is a polynomial of degree at most 2df2 d_f nonnegative on a semialgebraic set having nonempty interior defined by finitely many polynomial inequalities gj(x)0g_j(x)\ge 0, j=1,,mj=1,\dots,m with g1:=Lx22g_1:=L-\|x\|_2^2 for some L>0L>0, then there exist positive constants cˉ\bar c and cc depending on f,gjf,g_j such that for any ε>0\varepsilon>0, for all kcˉεck\ge \bar c \varepsilon^{-c}, ff has the decomposition \begin{equation} \begin{array}{l} (1+\|x\|_2^2)^k(f+\varepsilon)=\sigma_0+\sum_{j=1}^m \sigma_jg_j \,, \end{array} \end{equation} for some SOS polynomials σj\sigma_j being such that the degrees of σ0,σjgj\sigma_0,\sigma_jg_j are at most 2(df+k)2(d_f+k). Here 2\|\cdot\|_2 denotes the 2\ell_2 vector norm. As a consequence, we obtain a converging hierarchy of semidefinite relaxations for lower bounds in polynomial optimization on basic compact semialgebraic sets. The complexity of this hierarchy is O(εc)\mathcal{O}(\varepsilon^{-c}) for prescribed accuracy ε>0\varepsilon>0. In particular, if m=L=1m=L=1 then c=65c=65, yielding the complexity O(ε65)\mathcal{O}(\varepsilon^{-65}) for the minimization of a polynomial on the unit ball. Our result improves the complexity bound O(exp(εc))\mathcal{O}(\exp(\varepsilon^{-c})) due to Nie and Schweighofer in [Journal of Complexity 23.1 (2007): 135-150].

Keywords

Cite

@article{arxiv.2104.11606,
  title  = {On the complexity of Putinar-Vasilescu's Positivstellensatz},
  author = {Ngoc Hoang Anh Mai and Victor Magron},
  journal= {arXiv preprint arXiv:2104.11606},
  year   = {2021}
}

Comments

24 pages, 1 figure