English

Rank conditions for exactness of semidefinite relaxations in polynomial optimization

Optimization and Control 2025-01-13 v1

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-2n2n pseudo-moment sequence ϕ\phi n and a semi-algebraic set KRdK \subset \mathbb{R}^d. Namely, let 2v2v be the maximum degree of the polynomials that describe KK. If the rank rr of its associated moment matrix is less than nv+1nv + 1, then ϕn\phi^n has an atomic representing measure supported on at most rr points of KK. When used at step-nn 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 KK 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}
}