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

نویسندگان

چکیده

Consider the problem of minimizing a polynomial $f$ over compact semialgebraic set $\mathbf{X} \subseteq \mathbb{R}^n$. Lasserre introduces hierarchies semidefinite programs to approximate this hard optimization problem, based on classical sum-of-squares certificates positivity polynomials due Putinar and Schmüdgen. When $\mathbf{X}$ is unit ball or standard simplex, we show that Schmüdgen-type converge global minimum at rate in $O(1/r^2)$, matching recently obtained convergence rates for hypersphere hypercube $[-1,1]^n$. For our proof, establish connection between Lasserre's Christoffel--Darboux kernel, make use closed form expressions kernel derived by Xu.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

The Christoffel–Darboux Kernel

A review of the uses of the CD kernel in the spectral theory of orthogonal polynomials, concentrating on recent results.

متن کامل

Sum of Squares and Polynomial Convexity

The notion of sos-convexity has recently been proposed as a tractable sufficient condition for convexity of polynomials based on sum of squares decomposition. A multivariate polynomial p(x) = p(x1, . . . , xn) is said to be sos-convex if its Hessian H(x) can be factored as H(x) = M (x) M (x) with a possibly nonsquare polynomial matrix M(x). It turns out that one can reduce the problem of decidi...

متن کامل

Sum of Squares Programs and Polynomial Inequalities

How can one find real solutions (x1, x2)? How to prove that they do not exist? And if the solution set is nonempty, how to optimize a polynomial function over this set? Until a few years ago, the default answer to these and similar questions would have been that the possi­ ble nonconvexity of the feasible set and/or objective function precludes any kind of analytic global results. Even today, t...

متن کامل

relaxed stabilization conditions via sum of squares approach for the nonlinear polynomial model

in this paper, stabilization conditions and controller design for a class of nonlinear systems are proposed. the proposed method is based on the nonlinear feedback, quadratic lyapunov function and heuristic slack matrices definition. these slack matrices in null products are derived using the properties of the system dynamics. based on the lyapunov stability theorem and sum of squares (sos) dec...

متن کامل

On the Christoffel-Darboux kernel for random Hermitian matrices with external source

Bleher and Kuijlaars, and Daems and Kuijlaars showed that the correlation functions of the eigenvalues of a random matrix from unitary ensemble with external source can be expressed in terms of the ChristoffelDarboux kernel for multiple orthogonal polynomials. We obtain a representation of this Christoffel-Darboux kernel in terms of the usual orthogonal polynomials.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Siam Journal on Optimization

سال: 2022

ISSN: ['1095-7189', '1052-6234']

DOI: https://doi.org/10.1137/21m1458338