Global Optimization of Polynomials Using the Truncated Tangency Variety and Sums of Squares

  • Authors:
  • Hà Huy Vui;Pham Tien So'n

  • Affiliations:
  • hhvui@math.ac.vn;pham_ts@yahoo.co.uk

  • Venue:
  • SIAM Journal on Optimization
  • Year:
  • 2008

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Abstract

This paper proposes a method for finding the global infimum of a multivariate polynomial $f$ via sum of squares (SOS) relaxation over its truncated tangency variety. This variety is truncated of the set of all points $x \in \mathbb{R}^n$ where the level sets of $f$ are tangent to the sphere in $\mathbb{R}^n$ centered in the origin and with radius $\|x\|.$ It is demonstrated that: These facts imply that we can find a natural sequence of semidefinite programs whose optimal values converge monotonically, increasing to the infimum of $f.$ This opens up the possibility of solving previously intractable polynomial optimization problems.