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

Published 20 May 2019 in math.OC | (1905.08142v2)

Abstract: We consider the problem of computing the minimum value $f_{\min,K}$ of a polynomial $f$ over a compact set $K \subseteq \mathbb{R}n$, which can be reformulated as finding a probability measure $\nu$ on $K$ minimizing $\int_K f d\nu$. Lasserre showed that it suffices to consider such measures of the form $\nu = q\mu$, where $q$ is a sum-of-squares polynomial and $\mu$ is a given Borel measure supported on $K$. By bounding the degree of $q$ by $2r$ one gets a converging hierarchy of upper bounds $f{(r)}$ for $f_{\min,K}$. When $K$ is the hypercube $[-1, 1]n$, equipped with the Chebyshev measure, the parameters $f{(r)}$ are known to converge to $f_{\min,K}$ at a rate in $O(1/r2)$. 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 $O(\log r / r)$ when $K$ satisfies a minor geometrical condition, and in $O(\log2 r / r2)$ when $K$ is a convex body, equipped with the Lebesgue measure. This improves upon the currently best known error estimates in $O(1 / \sqrt{r})$ and $O(1/r)$ for these two respective cases.

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