Sum-of-squares hierarchies for polynomial optimization and the Christoffel-Darboux kernel
Abstract
Consider the problem of minimizing a polynomial over a compact semialgebraic set . Lasserre introduces hierarchies of semidefinite programs to approximate this hard optimization problem, based on classical sum-of-squares certificates of positivity of polynomials due to Putinar and Schm\"udgen. When is the unit ball or the standard simplex, we show that the hierarchies based on the Schm\"udgen-type certificates converge to the global minimum of at a rate in , matching recently obtained convergence rates for the hypersphere and hypercube . For our proof, we establish a connection between Lasserre's hierarchies and the Christoffel-Darboux kernel, and make use of closed form expressions for this kernel derived by Xu.
Keywords
Cite
@article{arxiv.2111.04610,
title = {Sum-of-squares hierarchies for polynomial optimization and the Christoffel-Darboux kernel},
author = {Lucas Slot},
journal= {arXiv preprint arXiv:2111.04610},
year = {2024}
}
Comments
v3: Fixed a technical error in the (proof of) Lemma 18. This has a (minor) impact on the constants appearing in Theorems 3, 4