Abstract
Consider the problem of minimizing a polynomial f over a compact semialgebraic set X⊆Rn. Lasserre introduces hierarchies of semidefinite programs to approximate this hard optimization problem, based on classical sum-of-squares certificates of positivity of polynomials due to Putinar and Schmüdgen. When X is the unit ball or the standard simplex, we show that the hierarchies based on the Schmüdgen-type certificates converge to the global minimum of f at a rate in O(1/r2), matching recently obtained convergence rates for the hypersphere and hypercube [−1,1]n. For our proof, we establish a connection between Lasserre's hierarchies and the Christoffel--Darboux kernel, and make use of closed form expressions for this kernel derived by Xu.
Original language | English |
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Pages (from-to) | 2612-2635 |
Journal | SIAM Journal on Optimization |
Volume | 32 |
Issue number | 4 |
DOIs | |
Publication status | Published - Dec 2022 |
Keywords
- Christoffel-Darboux kernel
- Positivstellensatz
- polynomial kernel method
- polynomial optimization
- sum-of-squares hierarchy