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Moment Approximations for Set-Semidefinite Polynomials

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Abstract

The set of polynomials that are nonnegative over a subset of the nonnegative orthant (we call them set-semidefinite) have many uses in optimization. A common example of this type set is the set of copositive matrices, where we are effectively considering nonnegativity over the entire nonnegative orthant and are restricted to homogeneous polynomials of degree two. Lasserre (SIAM J. Optim., 21(3):864–885, 2011) has previously considered a method using moments in order to provide an outer approximation to this set, for nonnegativity over a general subset of the real space. In this paper, we shall show that, in the special case of considering nonnegativity over a subset of the nonnegative orthant, we can provide a new outer approximation hierarchy. This is based on restricting moment matrices to be completely positive, and it is at least as good as Lasserre’s method. This can then be relaxed to give tractable approximations that are still at least as good as Lasserre’s method. In doing this, we also provide interesting new insights into the use of moments in constructing these approximations.

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Acknowledgements

All figures in this article were produced using Wolfram Mathematica 8. The authors would like to thank the anonymous referees for their helpful comments.

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Authors and Affiliations

  1. Johann Bernoulli Institute, University of Groningen, 9700 AK, Groningen, The Netherlands

    Peter J. C. Dickinson

  2. Faculty of information studies in Novo mesto, Ulica talcev 3, 8000, Novo mesto, Slovenia

    Janez Povh

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  1. Peter J. C. Dickinson
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  2. Janez Povh
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Correspondence to Janez Povh.

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Communicated by Johannes Jahn.

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Dickinson, P.J.C., Povh, J. Moment Approximations for Set-Semidefinite Polynomials. J Optim Theory Appl 159, 57–68 (2013). https://doi.org/10.1007/s10957-013-0279-7

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  • DOI: https://doi.org/10.1007/s10957-013-0279-7

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