English

Semidefinite Relaxations of Products of Nonnegative Forms on the Sphere

Optimization and Control 2021-03-23 v2 Computational Complexity Data Structures and Algorithms

Abstract

We study the problem of maximizing the geometric mean of dd low-degree non-negative forms on the real or complex sphere in nn variables. We show that this highly non-convex problem is NP-hard even when the forms are quadratic and is equivalent to optimizing a homogeneous polynomial of degree O(d)O(d) on the sphere. The standard Sum-of-Squares based convex relaxation for this polynomial optimization problem requires solving a semidefinite program (SDP) of size nO(d)n^{O(d)}, with multiplicative approximation guarantees of Ω(1n)\Omega(\frac{1}{n}). We exploit the compact representation of this polynomial to introduce a SDP relaxation of size polynomial in nn and dd, and prove that it achieves a constant factor multiplicative approximation when maximizing the geometric mean of non-negative quadratic forms. We also show that this analysis is asymptotically tight, with a sequence of instances where the gap between the relaxation and true optimum approaches this constant factor as dd \rightarrow \infty. Next we propose a series of intermediate relaxations of increasing complexity that interpolate to the full Sum-of-Squares relaxation, as well as a rounding algorithm that finds an approximate solution from the solution of any intermediate relaxation. Finally we show that this approach can be generalized for relaxations of products of non-negative forms of any degree.

Keywords

Cite

@article{arxiv.2102.13220,
  title  = {Semidefinite Relaxations of Products of Nonnegative Forms on the Sphere},
  author = {Chenyang Yuan and Pablo A. Parrilo},
  journal= {arXiv preprint arXiv:2102.13220},
  year   = {2021}
}

Comments

26 pages, 3 figures. New Section 2.4 and fixed typos involving Fact 4.4