Improved convergence analysis of Lasserre's measure-based upper bounds for polynomial minimization on compact sets

preprint2020arXivOpen access

Abstract

We consider the problem of computing the minimum value fmin⁡,Kf_{\min,K} of a polynomial ff over a compact set K⊆RnK \subseteq \mathbb{R}^n, which can be reformulated as finding a probability measure νν on KK minimizing ∫Kfdν\int_K f dν. Lasserre showed that it suffices to consider such measures of the form ν=qμν= qμ, where qq is a sum-of-squares polynomial and μμ is a given Borel measure supported on KK. By bounding the degree of qq by 2r2r one gets a converging hierarchy of upper bounds f(r)f^{(r)} for fmin⁡,Kf_{\min,K}. When KK is the hypercube [−1,1]n[-1, 1]^n, equipped with the Chebyshev measure, the parameters f(r)f^{(r)} are known to converge to fmin⁡,Kf_{\min,K} at a rate in O(1/r2)O(1/r^2). We extend this error estimate to a wider class of convex bodies, while also allowing for a broader class of reference measures, including the Lebesgue measure. Our analysis applies to simplices, balls and convex bodies that locally look like a ball. In addition, we show an error estimate in O(log⁡r/r)O(\log r / r) when KK satisfies a minor geometrical condition, and in O(log⁡2r/r2)O(\log^2 r / r^2) when KK is a convex body, equipped with the Lebesgue measure. This improves upon the currently best known error estimates in O(1/r)O(1 / \sqrt{r}) and O(1/r)O(1/r) for these two respective cases.

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