Geometry of exactness of moment-SOS relaxations for polynomial optimization
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arXiv
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| Format: | Preprint |
| Veröffentlicht: |
2023
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| _version_ | 1866912466683822080 |
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| author | Henrion, Didier |
| author_facet | Henrion, Didier |
| contents | The moment-SOS (sum of squares) hierarchy is a powerful approach for solving globally non-convex polynomial optimization problems (POPs) at the price of solving a family of convex semidefinite optimization problems (called moment-SOS relaxations) of increasing size, controlled by an integer, the relaxation order. We say that a relaxation of a given order is exact if solving the relaxation actually solves the POP globally. In this note, we study the geometry of the exactness cone, defined as the set of polynomial objective functions for which the relaxation is exact. Generalizing previous foundational work on quadratic optimization on real varieties, we prove by elementary arguments that the exactness cones are unions of semidefinite representable cones monotonically embedded for increasing relaxation order. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2310_17229 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Geometry of exactness of moment-SOS relaxations for polynomial optimization Henrion, Didier Optimization and Control The moment-SOS (sum of squares) hierarchy is a powerful approach for solving globally non-convex polynomial optimization problems (POPs) at the price of solving a family of convex semidefinite optimization problems (called moment-SOS relaxations) of increasing size, controlled by an integer, the relaxation order. We say that a relaxation of a given order is exact if solving the relaxation actually solves the POP globally. In this note, we study the geometry of the exactness cone, defined as the set of polynomial objective functions for which the relaxation is exact. Generalizing previous foundational work on quadratic optimization on real varieties, we prove by elementary arguments that the exactness cones are unions of semidefinite representable cones monotonically embedded for increasing relaxation order. |
| title | Geometry of exactness of moment-SOS relaxations for polynomial optimization |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2310.17229 |