Polynomial optimization with real varieties
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Abstract: We consider the optimization problem of minimizing a polynomial f(x) subject to polynomial constraints h(x)=0, g(x)>=0. Lasserre's hierarchy is a sequence of sum of squares relaxations for finding the global minimum. Let K be the feasible set. We prove the following results: i) If the real variety V_R(h) is finite, then Lasserre's hierarchy has finite convergence, no matter the complex variety V_C(h) is finite or not. This solves an open question in Laurent's survey. ii) If K and V_R(h) have the same vanishing ideal, then the finite convergence of Lasserre's hierarchy is independent of the choice of defining polynomials for the real variety V_R(h). iii) When K is finite, a refined version of Lasserre's hierarchy (using the preordering of g) has finite convergence.
The author studies the following polynomial optimization problem NEWLINE\[NEWLINEf_{\min}: \min f(x),\qquad\text{s.t.}\quad h_i(x)= 0\;(i=1,\dots, m_1),\quad g_j(x)= 0\;(j= 1,\dots, m_2),NEWLINE\]NEWLINE where \(f\) and all \(g_j\) and \(h_i\) are real polynomials in \(x\).NEWLINENEWLINE Laserre's hierarchy is a sequence of sum of square relaxations for finding the global minimum \(f_{\min}\).NEWLINENEWLINE The author proves some open questions on the convergence of Lasserre's hierarchy.
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- Local saddle points for unconstrained polynomial optimization
- The saddle point problem of polynomials
- Quadrature-based polynomial optimization
- A semidefinite relaxation method for second-order cone polynomial complementarity problems
- Higher-degree tensor eigenvalue complementarity problems
- Saddle points of rational functions
- Test of copositive tensors
- Tight relaxations for polynomial optimization and Lagrange multiplier expressions
- The hierarchy of local minimums in polynomial optimization
- A new approximation hierarchy for polynomial conic optimization
- Semidefinite relaxation method for polynomial optimization with second-order cone complementarity constraints
- Quadratic tensor eigenvalue complementarity problems
- Convex generalized Nash equilibrium problems and polynomial optimization
- Positive maps and separable matrices
- Optimizing a linear function over a noncompact real algebraic variety
- Probabilistic Algorithm for Polynomial Optimization over a Real Algebraic Set
- Optimality conditions and finite convergence of Lasserre's hierarchy
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- Stochastic polynomial optimization
- Optimization of Polynomials on Compact Semialgebraic Sets
- A semidefinite method for tensor complementarity problems
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- The maximum tensor complementarity eigenvalues
- Homogenization for polynomial optimization with unbounded sets
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- The multivariate eigenvalues of symmetric tensors
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- All saddle points for polynomial optimization
- Solving polynomial variational inequality problems via Lagrange multiplier expressions and moment-SOS relaxations
- Exact moment representation in polynomial optimization
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- Generalized Nash equilibrium problems with quasi-linear constraints
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