Improved convergence analysis of Lasserre's measure-based upper bounds for polynomial minimization on compact sets

被引:13
|
作者
Slot, Lucas [1 ]
Laurent, Monique [1 ,2 ]
机构
[1] CWI, Amsterdam, Netherlands
[2] Tilburg Univ, Tilburg, Netherlands
基金
欧盟地平线“2020”;
关键词
Polynomial optimization; Sum-of-squares polynomial; Lasserre hierarchy; Semidefinite programming; Needle polynomial; THEOREM;
D O I
10.1007/s10107-020-01468-3
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
We consider the problem of computing the minimum value fmin, K of a polynomial f over a compact set K. Rn, which can be reformulated as finding a probability measure. on K minimizing K f d.. Lasserre showed that it suffices to consider such measures of the form. = q mu, where q is a sum-of-squares polynomial and mu is a given Borel measure supported on K. By bounding the degree of q by 2r one gets a converging hierarchy of upper bounds f (r) for fmin, K. When K is the hypercube [-1, 1]n, equipped with the Chebyshev measure, the parameters f (r) are known to converge to fmin, K at a rate in O(1/r 2). We extend this error estimate to a wider class of convex bodies, while also allowing for a broader class of reference measures, including the Lebesgue measure. Our analysis applies to simplices, balls and convex bodies that locally look like a ball. In addition, we show an error estimate in O(log r/r) when K satisfies a minor geometrical condition, and in O(log2 r/r 2) when K is a convex body, equipped with the Lebesgue measure. This improves upon the currently best known error estimates in O(1/v r) and O(1/r) for these two respective cases.
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页码:831 / 871
页数:41
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