A PTAS for the minimization of polynomials of fixed degree over the simplex

We consider the problem of computing the minimum value pmin taken by a polynomial p(x) of degree d over the standard simplex Δ. This is an NP-hard problem already for degree d = 2. For any integer k ≥ 1, by minimizing p(x) over the set of rational points in Δ with denominator k, one obtains a hierarchy of upper bounds pΔ(k) converging to pmin as k → ∞. These upper approximations are intimately linked to a hierarchy of lower bounds for pmin constructed via Polya's theorem about representations of positive forms on the simplex. Revisiting the proof of Polya's theorem allows us to give estimates on the quality of these upper and lower approximations for pmin. Moreover, we show that the bounds pΔ(k) yield a polynomial time approximation scheme for the minimization of polynomials of fixed degree d on the simplex, extending an earlier result of Bomze and De Klerk for degree d = 2.

[1]  Kenneth Steiglitz,et al.  Combinatorial Optimization: Algorithms and Complexity , 1981 .

[2]  Carsten Lund,et al.  Proof verification and the intractability of approximation problems , 1992, FOCS 1992.

[3]  P. Parrilo Structured semidefinite programs and semialgebraic geometry methods in robustness and optimization , 2000 .

[4]  Marek Karpinski,et al.  On Some Tighter Inapproximability Results, Further Improvements , 1998, Electron. Colloquium Comput. Complex..

[5]  M. L. Fisher,et al.  An analysis of approximations for maximizing submodular set functions—I , 1978, Math. Program..

[6]  Y. Ye,et al.  Semidefinite programming relaxations of nonconvex quadratic optimization , 2000 .

[7]  B. Reznick Sums of Even Powers of Real Linear Forms , 1992 .

[8]  R. A. Nicolaides,et al.  On a Class of Finite Elements Generated by Lagrange Interpolation , 1972 .

[9]  Etienne de Klerk,et al.  Solving Standard Quadratic Optimization Problems via Linear, Semidefinite and Copositive Programming , 2002, J. Glob. Optim..

[10]  S. Vavasis On approximation algorithms for concave quadratic programming , 1992 .

[11]  K. Schmüdgen TheK-moment problem for compact semi-algebraic sets , 1991 .

[12]  P. Parrilo,et al.  On the equivalence of algebraic approaches to the minimization of forms on the simplex , 2005 .

[13]  Jean B. Lasserre,et al.  Global Optimization with Polynomials and the Problem of Moments , 2000, SIAM J. Optim..

[14]  Panos M. Pardalos,et al.  Recent Advances in Global Optimization , 1991 .

[15]  B. Reznick,et al.  A new bound for Pólya's Theorem with applications to polynomials positive on polyhedra , 2001 .

[16]  Pablo A. Parrilo,et al.  Semidefinite programming relaxations for semialgebraic problems , 2003, Math. Program..

[17]  T. Motzkin,et al.  Maxima for Graphs and a New Proof of a Theorem of Turán , 1965, Canadian Journal of Mathematics.

[18]  K. Schmüdgen TheK-moment problem for compact semi-algebraic sets , 1991 .

[19]  V. Powers,et al.  An algorithm for sums of squares of real polynomials , 1998 .

[20]  Giorgio Ausiello,et al.  Structure Preserving Reductions among Convex Optimization Problems , 1980, J. Comput. Syst. Sci..

[21]  Henry Wolkowicz,et al.  Handbook of Semidefinite Programming , 2000 .

[22]  G. L. Collected Papers , 1912, Nature.

[23]  B. Reznick Uniform denominators in Hilbert's seventeenth problem , 1995 .

[24]  Y. Nesterov Random walk in a simplex and quadratic optimization over convex polytopes , 2003 .

[25]  Javier Peña,et al.  LMI Approximations for Cones of Positive Semidefinite Forms , 2006, SIAM J. Optim..

[26]  L. Faybusovich Global Optimization of Homogeneous Polynomials on the Simplex and on the Sphere , 2004 .

[27]  Mihir Bellare,et al.  The complexity of approximating a nonlinear program , 1995, Math. Program..