Work

Geometry of exactness of moment-SOS relaxations for polynomial optimization

Year: 2025

Type: article

Abstract: The moment-SOS (sum of squares) hierarchy is a powerful approach for solving approximately and globally non-convex polynomial optimization problems (POPs) at the price of solving a family of convex semidefinite optimization problems (called moment-SOS relaxations) of increasing size, controlled by an integer, the relaxation order. We say that a relaxation of a given order is exact if solving the relaxation actually solves the POP globally. In this note, we study the geometry of the exactness cone, defined as the set of polynomial objective functions for which the relaxation is exact. Generalizing previous foundational work on quadratic optimization on real varieties, we prove by elementary arguments that the exactness cones are unions of semidefinite representable cones monotonically embedded for increasing relaxation order.

Source: Optimization Letters

DOI: 10.1007/s11590-025-02202-8

Author: Didier Henrion

Institutions: Centre National de la Recherche Scientifique, Laboratoire d'Analyse et d'Architecture des Systèmes, Université de Toulouse, Czech Technical University in Prague

Language: English

Topic: Advanced Optimization Algorithms Research

Subfield: Numerical Analysis

Field: Mathematics

Domain: Physical Sciences

Open Access status: hybrid

Estimated APC paid: $3,090

Funders: České Vysoké Učení Technické v Praze, European Commission