Geometry of exactness of moment-SOS relaxations for polynomial optimization

Abstract The moment-SOS (sum of squares) hierarchy is a powerful approach for solving approximately and globally non-convex polynomial optimization problems (POPs) at the price of solving a family of convex semidefinite optimization problems (called moment-SOS relaxations) of increasing size, controlled by an integer, the relaxation order. We say that a relaxation of a given order is exact if solving the relaxation actually solves the POP globally. In this note, we study the geometry of the exactness cone, defined as the set of polynomial objective functions for which the relaxation is exact. Generalizing previous foundational work on quadratic optimization on real varieties, we prove by elementary arguments that the exactness cones are unions of semidefinite representable cones monotonically embedded for increasing relaxation order.

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Publication Details

Journal
Optimization Letters
Published
2025-05-09
DOI
https://doi.org/10.1007/s11590-025-02202-8
Primary Topic
Advanced Optimization Algorithms Research
Type
article
Field-Weighted Citation Impact
0.00

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Geometry of exactness of moment-SOS relaxations for polynomial optimization

Didier Henrion
Optimization Letters
Advanced Optimization Algorithms Research
article

Geometry of exactness of moment-SOS relaxations for polynomial optimization

Didier Henrion
article en

Abstract

Abstract The moment-SOS (sum of squares) hierarchy is a powerful approach for solving approximately and globally non-convex polynomial optimization problems (POPs) at the price of solving a family of convex semidefinite optimization problems (called moment-SOS relaxations) of increasing size, controlled by an integer, the relaxation order. We say that a relaxation of a given order is exact if solving the relaxation actually solves the POP globally. In this note, we study the geometry of the exactness cone, defined as the set of polynomial objective functions for which the relaxation is exact. Generalizing previous foundational work on quadratic optimization on real varieties, we prove by elementary arguments that the exactness cones are unions of semidefinite representable cones monotonically embedded for increasing relaxation order.

Optimization Letters
Centre National de la Recherche Scientifique (FR), Université Fédérale de Toulouse Midi-Pyrénées (FR), Laboratoire d'Analyse et d'Architecture des Systèmes (FR), Czech Technical University in Prague (CZ)
České Vysoké Učení Technické v Praze, European Commission
Openalex Percentile: Top 100%
Advanced Optimization Algorithms Research
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