Global optimization of polynomials restricted to a smooth variety using sums of squares

被引:13
|
作者
Greuet, Aurelien [1 ,2 ]
Guo, Feng [3 ]
El Din, Mohab Safey [1 ]
Zhi, Lihong [3 ]
机构
[1] Univ Paris 06, INRIA, Paris Rocquencourt Ctr, SALSA Project,LIP6 CNRS,UMR 7606,UPMC, F-75252 Paris 05, France
[2] Univ Versailles St Quentin, UMR8100, LMV, Math Lab, F-78035 Versailles, France
[3] Acad Mil Med Sci, Key Lab Math Mechanizat, Beijing 100190, Peoples R China
基金
美国国家科学基金会;
关键词
Global constrained optimization; Polynomials; Sum of squares; Polar varieties; POSITIVE POLYNOMIALS; POLAR VARIETIES; GEOMETRY; SETS;
D O I
10.1016/j.jsc.2011.12.003
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
Let f(1), ... , f(p) be in Q|x| where X = (X-1, ... , X-n)(1), that generate a radical ideal and let V be their complex zero-set. Assume that V is smooth and equidimensional. Given f is an element of Q|x| bounded below, consider the optimization problem of computing f* = inf(x is an element of V boolean AND Rn) f (x). For A is an element of GL(n)(C), we denote by f(A) the polynomial f(AX) and by V-A the complex zero-set of f(1)(A) ... , f(p)(A). We construct families of polynomials M-0(A), ... , M-d(A) in Q|x|: each M-i(A) is related to the section of a linear subspace with the critical locus of a linear projection. We prove that there exists a non-empty Zariski-open set (sic) subset of GL(n)(C) such that for all A is an element of (sic) boolean AND GL(n)(Q), f (x) is positive for all x is an element of V boolean AND R-n if and only if, f(A) can be expressed as a sum of squares of polynomials on the truncated variety generated by the ideal (M-i(A)), for 0 <= i <= d. Hence, we can obtain algebraic certificates for lower bounds on f* using semi-definite programs. Some numerical experiments are given. We also discuss how to decrease the number of polynomials in M-i(A). (C) 2011 Elsevier Ltd. All rights reserved.
引用
收藏
页码:503 / 518
页数:16
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