Error bounds for polynomial optimization over the hypercube using putinar type representations

Error bounds for polynomial optimization over the hypercube using putinar type representations

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Article ID: iaor201526242
Volume: 9
Issue: 5
Start Page Number: 887
End Page Number: 895
Publication Date: Jun 2015
Journal: Optimization Letters
Authors:
Keywords: graphs
Abstract:

Consider the optimization problem p min , Q : = min x Q p ( x ) equ1 , where p equ2 is a degree m equ3 multivariate polynomial and Q : = [ 0 , 1 ] n equ4 is the hypercube. We provide explicit degree and error bounds for the sums of squares approximations of p min , Q equ5 corresponding to the Positivstellensatz of Putinar. Our approach uses Bernstein multivariate approximation of polynomials, following the methodology of De Klerk and Laurent to provide error bounds for Schmüdgen type positivity certificates over the hypercube. We give new bounds for Putinar type representations by relating the quadratic module and the preordering associated with the polynomials g i : = x i ( 1 x i ) , i = 1 , , n equ6 , describing the hypercube Q equ7 .

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