Dual certificates and efficient rational sum-of-squares decompositions for polynomial optimization over compact sets

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Publication:5043282

DOI10.1137/21M1422574zbMATH Open1504.90091arXiv2105.11369OpenAlexW3164934243MaRDI QIDQ5043282FDOQ5043282


Authors: Maria M. Davis, Dávid Papp Edit this on Wikidata


Publication date: 21 October 2022

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Abstract: We study the problem of computing weighted sum-of-squares (WSOS) certificates for positive polynomials over a compact semialgebraic set. Building on the theory of interior-point methods for convex optimization, we introduce the concept of dual cone certificates, which allows us to interpret vectors from the dual of the sum-of-squares cone as rigorous nonnegativity certificates of a WSOS polynomial. Whereas conventional WSOS certificates are alternative representations of the polynomials they certify, dual certificates are distinct from the certified polynomials; moreover, each dual certificate certifies a full-dimensional convex cone of WSOS polynomials. As a result, rational WSOS certificates can be constructed from numerically computed dual certificates at little additional cost, without any rounding or projection steps applied to the numerical certificates. As an additional algorithmic application, we present an almost entirely numerical hybrid algorithm for computing the optimal WSOS lower bound of a given polynomial along with a rational dual certificate, with a polynomial-time computational cost per iteration and linear rate of convergence.


Full work available at URL: https://arxiv.org/abs/2105.11369




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