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Convergence analysis of a Lasserre hierarchy of upper bounds for polynomial minimization on the sphere

Authors :
Etienne de Klerk
Monique Laurent
Research Group: Operations Research
Econometrics and Operations Research
Source :
Mathematical Programming, 193(2), 665-685. Springer, Mathematical Programming, 193, 665-685
Publication Year :
2020
Publisher :
Springer Science and Business Media LLC, 2020.

Abstract

We study the convergence rate of a hierarchy of upper bounds for polynomial minimization problems, proposed by Lasserre [SIAM J. Optim. 21(3) (2011), pp. 864-885], for the special case when the feasible set is the unit (hyper)sphere. The upper bound at level r of the hierarchy is defined as the minimal expected value of the polynomial over all probability distributions on the sphere, when the probability density function is a sum-of-squares polynomial of degree at most 2r with respect to the surface measure. We show that the exact rate of convergence is Theta(1/r^2), and explore the implications for the related rate of convergence for the generalized problem of moments on the sphere.<br />14 pages, 2 figures

Details

ISSN :
14364646 and 00255610
Volume :
193
Database :
OpenAIRE
Journal :
Mathematical Programming
Accession number :
edsair.doi.dedup.....636d2a25dadc4d787049f12a9372849d