English

Sum-of-squares hierarchies for polynomial optimization and the Christoffel-Darboux kernel

Optimization and Control 2024-04-09 v3

Abstract

Consider the problem of minimizing a polynomial ff over a compact semialgebraic set XRn{\mathbf{X} \subseteq \mathbb{R}^n}. 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 X\mathbf{X} 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 ff at a rate in O(1/r2)O(1/r^2), matching recently obtained convergence rates for the hypersphere and hypercube [1,1]n[-1,1]^n. 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