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Sum-of-Squares Hierarchies for Polynomial Optimization and the Christoffel--Darboux Kernel

Sum-of-squares hierarchies for polynomial optimization and the Christoffel-Darboux kernel
Authors: Lucas Slot;

Sum-of-Squares Hierarchies for Polynomial Optimization and the Christoffel--Darboux Kernel

Abstract

Consider the problem of minimizing a polynomial $f$ over a compact semialgebraic set ${\mathbf{X} \subseteq \mathbb{R}^n}$. 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 Schmüdgen. When $\mathbf{X}$ is the unit ball or the standard simplex, we show that the hierarchies based on the Schmüdgen-type certificates converge to the global minimum of $f$ at a rate in $O(1/r^2)$, matching recently obtained convergence rates for the hypersphere and hypercube $[-1,1]^n$. 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.

v3: Fixed a technical error in the (proof of) Lemma 18. This has a (minor) impact on the constants appearing in Theorems 3, 4

Related Organizations
Keywords

Polynomial optimization, Positivstellensatz, [MATH] Mathematics [math], Nonconvex programming, global optimization, polynomial optimization Positivstellensatz sum-of-squares hierarchy Christoffel-Darboux kernel polynomial kernel method, Optimization and Control (math.OC), polynomial optimization, Christoffel-Darboux kernel, FOS: Mathematics, sum-of-squares hierarchy, polynomial kernel method, Semidefinite programming, 90C22, 90C23, 90C26, Mathematics - Optimization and Control

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
6
Top 10%
Average
Top 10%
Green