Rank conditions for exactness of semidefinite relaxations in polynomial optimization
Abstract
We consider the Moment-SOS hierarchy in polynomial optimization. We first provide a sufficient condition to solve the truncated K-moment problem associated with a given degree- pseudo-moment sequence n and a semi-algebraic set . Namely, let be the maximum degree of the polynomials that describe . If the rank of its associated moment matrix is less than , then has an atomic representing measure supported on at most points of . When used at step- of the Moment-SOS hierarchy, it provides a sufficient condition to guarantee its finite convergence (i.e., the optimal value of the corresponding degree-n semidefinite relaxation of the hierarchy is the global minimum). For Quadratic Constrained Quadratic Problems (QCQPs) one may also recover global minimizers from the optimal pseudo-moment sequence. Our condition is in the spirit of Blekherman's rank condition and while on the one-hand it is more restrictive, on the other hand it applies to constrained POPs as it provides a localization on for the representing measure.
Keywords
Cite
@article{arxiv.2501.06052,
title = {Rank conditions for exactness of semidefinite relaxations in polynomial optimization},
author = {Jean B Lasserre},
journal= {arXiv preprint arXiv:2501.06052},
year = {2025}
}