Best approximation of functions by log-polynomials

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Publication:2067052



Abstract: Lasserre [La] proved that for every compact set KsubsetmathbbRn and every even number d there exists a unique homogeneous polynomial g0 of degree d with KsubsetG1(g0)=xinmathbbRn:g0(x)leq1 minimizing |G1(g)| among all such polynomials g fulfilling the condition KsubsetG1(g). This result extends the notion of the L"owner ellipsoid, not only from convex bodies to arbitrary compact sets (which was immediate if d=2 by taking convex hulls), but also from ellipsoids to level sets of homogeneous polynomial of an arbitrary even degree. In this paper we extend this result for the class of non-negative log-concave functions in two different ways. One of them is the straightforward extension of the known results, and the other one is a suitable extension with uniqueness of the solution in the corresponding problem and a characterization in terms of some 'contact points'.


In [J. Geom. Anal. 28, No. 2, 1182--1201 (2018; Zbl 1406.52011)] the authors extended the famous John ellipsoid theorem to the setting of log-concave functions. \textit{J. B. Lasserre} [Math. Program. 152, No. 1--2 (A), 559--591 (2015; Zbl 1337.90049)] generalized the Löwner-John ellipsoid theorem not only from convex bodies to arbitrary compact sets, but also from ellipsoids to level sets of homogeneous polynomial of an arbitrary even degree. Here the authors combine two approaches for further extensions. More precisely, they consider two problems. Problem 1: Given \(f:\mathbb{R}^n\to [0,+\infty)\) with \(\Vert f\Vert_{\infty}=f(0)=1,\) and \(d\in\mathbb{N}\) even, minimize \[ \int_{\mathbb{R}^n}te^{-g(x)^{\frac{1}{d}}}dx \] among all homogeneous polynomials \(g\) of degree \(d\) and \(t\geq 1\) such that \[ f(x)\leq te^{-g(x)^{\frac{1}{d}}}. \] Problem 2 differs from Problem 1 by replacing exponent \(\frac{1}{d}\) to 1. The authors prove the existence of solution in Problem 1 for log-concave integrable functions \(f.\) For Problem 2 they prove existence and uniqueness of solution under an additional supposition on \(f\) (boundedness of \[ \bigcup_{\lambda\in (0,1)}\log(1/\lambda)^{-1/d}\{x\in\mathbb{R}^n\, :\, f(x)\geq\lambda\}). \] Moreover, a related interior minimization point being the unique solution of Problem 2 can be characterized by some touching conditions, via the Karush-Kuhn-Tucker conditions. For these conditions to hold, no hypothesis on the log-concavity is needed.



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