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Algebraic degree of optimization over a variety with an application to pp-norm distance degree

Published 17 May 2021 in math.AG and math.OC | (2105.07785v1)

Abstract: We study an optimization problem with the feasible set being a real algebraic variety XX and whose parametric objective function fuf_u is gradient-solvable with respect to the parametric data uu. This class of problems includes Euclidean distance optimization as well as maximum likelihood optimization. For these particular optimization problems, a prominent role is played by the ED and ML correspondence, respectively. To our generalized optimization problem we attach an optimization correspondence and show that it is equidimensional. This leads to the notion of algebraic degree of optimization on XX. We apply these results to pp-norm optimization, and define the pp-norm distance degree of XX, which coincides with the ED degree of XX for p=2p=2. Finally, we derive a formula for the pp-norm distance degree of XX as a weighted sum of the polar classes of XX under suitable transversality conditions.

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