多项式优化中的精确矩表示

IF 0.6 4区 数学 Q4 COMPUTER SCIENCE, THEORY & METHODS
Lorenzo Baldi, Bernard Mourrain
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引用次数: 0

摘要

在多项式优化问题的背景下,我们研究了用测度表示矩序列的问题,该问题是在由多项式不等式定义的实数半代数集上寻找实数多项式的最小值。本文分析了矩矩阵(MoM)层次和对偶平方和(SoS)层次的精确性,它们是由Lasserre引入的用于逼近测度和正多项式的凸锥序列。我们研究了特定的平坦截断属性,它允许在MoM精确保持和恢复最小值时有效地进行测试。我们证明了MoM层次的对偶与定义二次模q的支持的实根扩展的SoS层次一致。我们推断,当且仅当与最小值相关的二次模的支持为零维时,会发生平截断。我们还限定了平截断的层次结构的顺序。作为推论,我们证明了当正则条件(称为边界黑森条件)成立时,平坦截断和MoM准确性成立(因此MoM准确性一般成立);二次模Q的支撑为零维时。有效的数值计算说明了这些平坦截断特性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Exact moment representation in polynomial optimization
We investigate the problem of representing moment sequences by measures in the context of Polynomial Optimization Problems, that consist in finding the infimum of a real polynomial on a real semialgebraic set defined by polynomial inequalities. We analyze the exactness of Moment Matrix (MoM) hierarchies, dual to the Sum of Squares (SoS) hierarchies, which are sequences of convex cones introduced by Lasserre to approximate measures and positive polynomials. We investigate in particular flat truncation properties, which allow testing effectively when MoM exactness holds and recovering the minimizers.
We show that the dual of the MoM hierarchy coincides with the SoS hierarchy extended with the real radical of the support of the defining quadratic module Q. We deduce that flat truncation happens if and only if the support of the quadratic module associated with the minimizers is of dimension zero. We also bound the order of the hierarchy at which flat truncation holds.
As corollaries, we show that flat truncation and MoM exactness hold when regularity conditions, known as Boundary Hessian Conditions, hold (and thus that MoM exactness holds generically); and when the support of the quadratic module Q is zero-dimensional. Effective numerical computations illustrate these flat truncation properties.
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来源期刊
Journal of Symbolic Computation
Journal of Symbolic Computation 工程技术-计算机:理论方法
CiteScore
2.10
自引率
14.30%
发文量
75
审稿时长
142 days
期刊介绍: An international journal, the Journal of Symbolic Computation, founded by Bruno Buchberger in 1985, is directed to mathematicians and computer scientists who have a particular interest in symbolic computation. The journal provides a forum for research in the algorithmic treatment of all types of symbolic objects: objects in formal languages (terms, formulas, programs); algebraic objects (elements in basic number domains, polynomials, residue classes, etc.); and geometrical objects. It is the explicit goal of the journal to promote the integration of symbolic computation by establishing one common avenue of communication for researchers working in the different subareas. It is also important that the algorithmic achievements of these areas should be made available to the human problem-solver in integrated software systems for symbolic computation. To help this integration, the journal publishes invited tutorial surveys as well as Applications Letters and System Descriptions.
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