Detecting optimality and extracting solutions in polynomial optimization with the truncated GNS construction
Lasserre's relaxation hierarchy is employed for solving the problem of minimizing a polynomial over a basic closed semialgebraic subset of an Euclidean space. A new certificate for the optimal value of a Lasserre relaxation to be the optimal value of the considered polynomial optimization problem consisting in checking whether a certain matrix has a generalized Hankel form is provided. This certificate is more general than its known counterparts. When optimality is detected, the potential minimizers are extracted by means of a truncated version of the Gelfand-Naimark-Segal construction on the optimal solution of the Lasserre relaxation and the author shows that the operators of this truncated construction commute if and only if the matrix of this modified optimal solution is generalized Hankel. A result of Curto and Fialkow on the existence of a quadrature rule if the optimal solution is flat and a result of Xu and Mysovskikh on the existence of a Gaussian quadrature rule if the modified optimal solution is a generalized Hankel matrix are rediscovered afterwards by means of the new method. A numerical linear algebraic algorithm for detecting optimality and extracting solutions of a polynomial optimization problem is proposed, too, while several examples illustrate the theoretical achievements.
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- Convergence of Lasserre's hierarchy: the general case
- Detecting Global Optimality and Extracting Solutions in GloptiPoly
- Optimization of Polynomials on Compact Semialgebraic Sets
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- General tensor decomposition, moment matrices and applications
- Global optimization with polynomials and the problem of moments
- GloptiPoly
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- Ideals, Varieties, and Algorithms
- Kubaturformeln mit minimaler Knotenzahl
- Optimization approaches to quadrature: new characterizations of Gaussian quadrature on the line and quadrature with few nodes on plane algebraic curves, on the plane and in higher dimensions
- Optimization of Polynomials on Compact Semialgebraic Sets
- Orthogonal polynomials of several variables
- Revisiting two theorems of Curto and Fialkow on moment matrices
- Solution of the truncated complex moment problem for flat data
- Symmetric tensor decomposition
- The moment problem
- The proof of Tchakaloff’s Theorem
- The truncated complex K-moment problem
- Quadrature-based polynomial optimization
- Certifying convergence of Lasserre's hierarchy via flat truncation
- Lasserre hierarchy for large scale polynomial optimization in real and complex variables
- Detecting Global Optimality and Extracting Solutions in GloptiPoly
- Exact moment representation in polynomial optimization
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