Unit balls of constant volume: which one has optimal representation?

preprint2014arXivOpen access

Abstract

In the family of unit balls with constant volume we look at the ones whose algebraic representation has some extremal property. We consider the family of nonnegative homogeneous polynomials of even degree dd whose sublevel set $\G=\{\x: g(\x)\leq 1\}$ (a unit ball) has same fixed volume and want to find in this family the one that minimizes either the ℓ1\ell_1-norm or the ℓ2\ell_2-norm of its vector of coefficients. Equivalently, among all degree-dd polynomials of constant ℓ1−\ell_1- or ℓ2\ell_2-norm, which one minimizes the volume of its level set $\G$. We first show that in both cases this is a convex optimization problem with a unique optimal solution g1∗g^*_1 and g2∗g^*_2 respectively. We also show that g1∗g^*_1 is the LpL_p-norm polynomial $\x\mapsto\sum_{i=1}^n x_i^{p}$, thus recovering a parsimony property of the LpL_p-norm via ℓ1\ell_1-norm minimization. (Indeed n=∥g1∗∥0n=\Vert g^*_1\Vert_0 is the minimum number of non-zero coefficient for $\G$ to have finite volume.) This once again illustrates the power and versatility of the ℓ1\ell_1-norm relaxation strategy in optimization when one searches for an optimal solution with parsimony properties. Next we show that g2∗g^*_2 is not sparse at all (and so differs from g1∗g^*_1) but is still a sum of pp-powers of linear forms. We also characterize the unique optimal solution of the same problem where one searches for an SOS homogeneous polynomial that minimizes the trace of its associated (psd) Gram matrix, hence aiming at finding a solution which is a sum of a few squares only. Finally, we also extend these results to generalized homogeneous polynomials, which includes LpL_p-norms when $0

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