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

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arxiv 1904.08828 v1 pith:QBZLNEKV submitted 2019-04-18 math.OC

classification math.OC
keywords convergencepolynomialspherehierarchyrateupperboundslasserre
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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.

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  1. The sum-of-squares hierarchy on the sphere, and applications in quantum information theory

    math.OC 2019-08 conditional novelty 7.0 of 10

    The SOS hierarchy on the sphere converges at rate O(d^2/l^2) for homogeneous polynomials of degree 2n with n≤d, quadratically improving Reznick's O(d/l).

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