Abstract
Consider a finite system of non-strict polynomial inequalities with solution set \(S\subseteq \mathbb R^n\). Its Lasserre relaxation of degree d is a certain natural linear matrix inequality in the original variables and one additional variable for each nonlinear monomial of degree at most d. It defines a spectrahedron that projects down to a convex semialgebraic set containing S. In the best case, the projection equals the convex hull of S. We show that this is very often the case for sufficiently high d if S is compact and “bulges outwards” on the boundary of its convex hull. Now let additionally a polynomial objective function f be given, i.e., consider a polynomial optimization problem. Its Lasserre relaxation of degree d is now a semidefinite program. In the best case, the optimal values of the polynomial optimization problem and its relaxation agree. We prove that this often happens if S is compact and d exceeds some bound that depends on the description of S and certain characteristics of f like the mutual distance of its global minimizers on S.
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Both authors were supported by the DFG Grant SCHW 1723/1-1.
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Communicated by James Renegar.
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Kriel, TL., Schweighofer, M. On the Exactness of Lasserre Relaxations and Pure States Over Real Closed Fields. Found Comput Math 19, 1223–1263 (2019). https://doi.org/10.1007/s10208-018-9406-z
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DOI: https://doi.org/10.1007/s10208-018-9406-z
Keywords
- Moment relaxation
- Lasserre relaxation
- Pure state
- Basic closed semialgebraic set
- Positive polynomial
- Sum of squares
- Polynomial optimization
- Semidefinite programming
- Linear matrix inequality
- Spectrahedron
- Semidefinitely representable set