Detecting optimality and extracting solutions in polynomial optimization with the truncated GNS construction
From MaRDI portal
Publication:2052380
Abstract: A basic closed semialgebraic subset of is defined by simultaneous polynomial inequalities . We consider Lasserre's relaxation hierarchy to solve the problem of minimizing a polynomial over such a set. These relaxations give an increasing sequence of lower bounds of the infimum. In this paper we provide a new certificate for the optimal value of a Lasserre relaxation be the optimal value of the polynomial optimization problem. This certificate is that a modified version of an optimal solution of the Lasserre relaxation is a generalized Hankel matrix. This certificate is more general than the already known certificate of an optimal solution being flat. In case we have optimality we will extract the potencial minimizers with a truncated version of the Gelfand-Naimark-Segal construction on the optimal solution of the Lasserre relaxation. We prove also that the operators of this truncated construction commute if and only if the matrix of this modified optimal solution is a generalized Hankel matrix. This generalization of flatness will bring us to reprove a result of Curto and Fialkow on the existence of quadrature rule if the optimal solution is flat and a result of Xu and Mysovskikh on the existance of a Gaussian quadrature rule if the modified optimal solution is generalized Hankel matrix. At the end, we provide a numerical linear algebraic algorithm for dectecting optimality and extracting solutions of a polynomial optimization problem.
Recommendations
- Certifying convergence of Lasserre's hierarchy via flat truncation
- Convergence of Lasserre's hierarchy: the general case
- Detecting Global Optimality and Extracting Solutions in GloptiPoly
- Optimization of Polynomials on Compact Semialgebraic Sets
- On the exactness of Lasserre relaxations and pure states over real closed fields
Cites work
- scientific article; zbMATH DE number 3151930 (Why is no real title available?)
- scientific article; zbMATH DE number 3854293 (Why is no real title available?)
- scientific article; zbMATH DE number 40939 (Why is no real title available?)
- scientific article; zbMATH DE number 1973936 (Why is no real title available?)
- A collection of test problems for constrained global optimization algorithms
- A dilation theory approach to cubature formulas
- A numerical algorithm for block-diagonal decomposition of matrix \(*\)-algebras with application to semidefinite programming
- An exact duality theory for semidefinite programming based on sums of squares
- Convergence analysis for Lasserre's measure-based hierarchy of upper bounds for polynomial optimization
- General tensor decomposition, moment matrices and applications
- Global optimization with polynomials and the problem of moments
- GloptiPoly
- 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
- \(C^*\)-algebras by example
Cited in
(4)
This page was built for publication: Detecting optimality and extracting solutions in polynomial optimization with the truncated GNS construction
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2052380)
