Solving Stengle's Example in Rational Arithmetic: Exact Values of the Moment-SOS Relaxations

Fuente: arXiv
Saved in:
Bibliographic Details
Main Author: Henrion, Didier
Format: Preprint
Published: 2025
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866914214160891904
author Henrion, Didier
author_facet Henrion, Didier
contents We revisit Stengle's classical univariate polynomial optimization example $min 1 - x^2 s.t. (1 - x^2)^3 \geq 0$ whose constraint description is degenerate at the minimizers. We prove that the moment-SOS hierarchy of relaxation order $r \geq 3$ has the exact value $-1/r(r - 2)$. For this we construct in rational arithmetic a dual polynomial sum-of-squares (SOS) certificate and a primal moment sequence representing a finitely atomic measure. The key ingredients are elementary trigonometric properties of Chebyshev and Gegenbauer polynomial, and a Christoffel-Darboux kernel argument.
format Preprint
id arxiv_https___arxiv_org_abs_2512_19141
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Solving Stengle's Example in Rational Arithmetic: Exact Values of the Moment-SOS Relaxations
Henrion, Didier
Optimization and Control
We revisit Stengle's classical univariate polynomial optimization example $min 1 - x^2 s.t. (1 - x^2)^3 \geq 0$ whose constraint description is degenerate at the minimizers. We prove that the moment-SOS hierarchy of relaxation order $r \geq 3$ has the exact value $-1/r(r - 2)$. For this we construct in rational arithmetic a dual polynomial sum-of-squares (SOS) certificate and a primal moment sequence representing a finitely atomic measure. The key ingredients are elementary trigonometric properties of Chebyshev and Gegenbauer polynomial, and a Christoffel-Darboux kernel argument.
title Solving Stengle's Example in Rational Arithmetic: Exact Values of the Moment-SOS Relaxations
topic Optimization and Control
url https://arxiv.org/abs/2512.19141