Detecting optimality and extracting solutions in polynomial optimization with the truncated GNS construction

TL;DR

This paper introduces a new certificate for optimality in polynomial optimization using Lasserre's hierarchy, based on generalized Hankel matrices, and provides an algorithm for solution extraction.

Contribution

It generalizes the flat extension criterion to a broader class of Hankel matrices, enabling more effective detection of optimality and solution extraction in polynomial optimization.

Findings

New certificate for polynomial optimization optimality using generalized Hankel matrices

Reproves classical results on quadrature rules with a generalized flatness condition

Provides a numerical algorithm for detecting optimality and extracting solutions

Abstract

A basic closed semialgebraic subset of $\mathbb{R}^{n}$ is defined by simultaneous polynomial inequalities $p_{1}\geq 0,\ldots,p_{m}\geq 0$. We consider Lasserre's relaxation hierarchy to solve the problem of minimizing a polynomial over such a set. These relaxations give an increasing sequence of lower bounds of the infimum. In this paper we provide a new certificate for the optimal value of a Lasserre relaxation be the optimal value of the polynomial optimization problem. This certificate is that a modified version of an optimal solution of the Lasserre relaxation is a generalized Hankel matrix. This certificate is more general than the already known certificate of an optimal solution being flat. In case we have optimality we will extract the potencial minimizers with a truncated version of the Gelfand-Naimark-Segal construction on the optimal solution of the Lasserre relaxation. We prove also that the operators of this truncated construction commute if and only if the matrix of this modified optimal solution is a generalized Hankel matrix. This generalization of flatness will bring us to reprove a result of Curto and Fialkow on the existence of quadrature rule if the optimal solution is flat and a result of Xu and Mysovskikh on the existance of a Gaussian quadrature rule if the modified optimal solution is generalized Hankel matrix. At the end, we provide a numerical linear algebraic algorithm for dectecting optimality and extracting solutions of a polynomial optimization problem.