Lower Bound for a Polynomial on a product of hyperellipsoids using geometric programming

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Ghasemi, Mehdi, Marshall, Murray
Format: Preprint
Published: 2025
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866911190878257152
author Ghasemi, Mehdi
Marshall, Murray
author_facet Ghasemi, Mehdi
Marshall, Murray
contents Let $f$ be a polynomial in $n$ variables $x_1,\dots,x_n$ with real coefficients. In [Ghasemi-Marshal], Ghasemi and Marshall give an algorithm, based on geometric programming, which computes a lower bound for $f$ on $\mathbb{R}^n$. In [Ghasemi-Lasserre-Marshall] Ghasemi, Lasserre and Marshall show how the algorithm in [Ghasemi-Marshal] can be modified to compute a lower bound for $f$ on the hyperellipsoid $\sum_{i=1}^n x_i^d \le M.$ Here $d$ is a fixed even integer, $d \ge \max\{ 2, °(f)\}$ and $M$ is a fixed positive real number. Suppose now that $g_j := 1-\sum_{i\in I_j} (\frac{x_i}{N_i})^d$, $j=1,\dots,m$, where $d$ is a fixed even integer $d \ge \max\{ 2, °(f)\}$, $N_i$ is a fixed positive real number, $i=1,\dots,n$ and $I_1,\dots, I_m$ is a fixed partition of $\{ 1,\dots,n\}$. The present paper gives an algorithm based on geometric programming for computing a lower bound for $f$ on the subset of $\mathbb{R}^n$ defined by the inequalities $g_j\ge 0$, $j=1,\dots,m$. The algorithm is implemented in a SAGE program developed by the first author. The bound obtained is typically not as sharp as the bound obtained using semidefinite programming, but it has the advantage that it is computable rapidly, even in cases where the bound obtained by semidefinite programming is not computable. When $m=1$ and $N_i = \root d \of{M}$, $i=1,\dots,n$ the algorithm produces the lower bound obtained in [Ghasemi-Lasserre-Marshall]. When $m=n$ and $I_j = \{ j \}$, $j=1,\dots,n$ the algorithm produces a lower bound for $f$ on the hypercube $\prod_{i=1}^n [-N_i,N_i]$, which in certain cases can be computed by a simple formula.
format Preprint
id arxiv_https___arxiv_org_abs_2510_03105
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Lower Bound for a Polynomial on a product of hyperellipsoids using geometric programming
Ghasemi, Mehdi
Marshall, Murray
Optimization and Control
12D99, 14P99, 90C22
Let $f$ be a polynomial in $n$ variables $x_1,\dots,x_n$ with real coefficients. In [Ghasemi-Marshal], Ghasemi and Marshall give an algorithm, based on geometric programming, which computes a lower bound for $f$ on $\mathbb{R}^n$. In [Ghasemi-Lasserre-Marshall] Ghasemi, Lasserre and Marshall show how the algorithm in [Ghasemi-Marshal] can be modified to compute a lower bound for $f$ on the hyperellipsoid $\sum_{i=1}^n x_i^d \le M.$ Here $d$ is a fixed even integer, $d \ge \max\{ 2, °(f)\}$ and $M$ is a fixed positive real number. Suppose now that $g_j := 1-\sum_{i\in I_j} (\frac{x_i}{N_i})^d$, $j=1,\dots,m$, where $d$ is a fixed even integer $d \ge \max\{ 2, °(f)\}$, $N_i$ is a fixed positive real number, $i=1,\dots,n$ and $I_1,\dots, I_m$ is a fixed partition of $\{ 1,\dots,n\}$. The present paper gives an algorithm based on geometric programming for computing a lower bound for $f$ on the subset of $\mathbb{R}^n$ defined by the inequalities $g_j\ge 0$, $j=1,\dots,m$. The algorithm is implemented in a SAGE program developed by the first author. The bound obtained is typically not as sharp as the bound obtained using semidefinite programming, but it has the advantage that it is computable rapidly, even in cases where the bound obtained by semidefinite programming is not computable. When $m=1$ and $N_i = \root d \of{M}$, $i=1,\dots,n$ the algorithm produces the lower bound obtained in [Ghasemi-Lasserre-Marshall]. When $m=n$ and $I_j = \{ j \}$, $j=1,\dots,n$ the algorithm produces a lower bound for $f$ on the hypercube $\prod_{i=1}^n [-N_i,N_i]$, which in certain cases can be computed by a simple formula.
title Lower Bound for a Polynomial on a product of hyperellipsoids using geometric programming
topic Optimization and Control
12D99, 14P99, 90C22
url https://arxiv.org/abs/2510.03105