The Effective Generalized Moment Problem

Abstract: We establish new convergence rates for the moment-sum-of-squares (Moment-SOS) relaxations for the Generalized Moment Problem (GMP). These bounds, which adapt to the geometry of the underlying semi-algebraic set, apply to both the convergence of optima, and to the convergence in Hausdorff distance between the relaxation feasibility set and the GMP feasibility set. This research extends previous works limited to specific problems in polynomial optimization, volume computation and optimal control. We complement our theoretical analysis with an application: minimal rank symmetric tensor decomposition. In the examples, we formulate the problem as a GMP, solve using Moment-SOS relaxation, and apply the theoretical results to observe a convergence rate of the relaxations.