An Overview of Convergence Rates for Sum of Squares Hierarchies in Polynomial Optimization

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Abstract

In this chapter we consider polynomial optimization problems, asking to
minimize a polynomial function over a compact semialgebraic set, defined by polynomial inequalities. This models a great variety of (in general, nonlinear nonconvex) optimization problems. Various hierarchies of (lower and upper) bounds have been introduced, having the remarkable property that they converge asymptotically to the global minimum. These bounds exploit algebraic representations of positive polynomials in terms of sums of squares and can be computed using semidefinite optimization. Our focus in this chapter lies in the performance analysis of these hierarchies of bounds, namely, in how far the bounds are from the global minimum as the degrees of the sums of squares they involve tend to infinity. We present the main state-of-the-art results and offer a gentle introductory overview over the various techniques that have been recently developed to establish them, stemming from the theory of orthogonal
polynomials, approximation theory, Fourier analysis, and more.
Original languageEnglish
Title of host publicationRecent Developments in Industrial and Applied Mathematics
Subtitle of host publicationConference Proceedings ICIAM2023
EditorsShin'ichi Oishi, Hisashi Okamoto, Ken Hayami
PublisherSpringer Verlag
Pages149-176
Publication statusPublished - 2026

Publication series

NameICIAM2023 Springer Series
VolumeICIAMSS 1

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