Convergence rates for the moment-SoS hierarchy
We introduce a comprehensive framework for analyzing convergence rates for infinite dimensional linear programming problems (LPs) within the context of the moment-sum-of-squares hierarchy. Our primary focus is on extending the existing convergence rate analysis, initially developed for polynomial optimization, to the more general and challenging domain of the generalized moment problem. We establish an easy-to-follow procedure for obtaining convergence rates. Our methodology is based on, firstly, a state-of-the-art degree bound for Putinar's Positivstellensatz, secondly, quantitative polynomial approximation bounds, and, thirdly, a geometric Slater condition on the infinite-dimensional LP. We address a broad problem formulation that encompasses various applications, such as optimal control, volume computation and exit location of stochastic processes. We illustrate the procedure on these three problems and, using a recent improvement on effective versions of Putinar's Positivstellensatz, we improve existing convergence rates.
Authors
- Alexey Lazarev (ORCID: https://orcid.org/0000-0003-3252-0409)
- Matteo Tacchi (ORCID: https://orcid.org/0000-0002-5517-5989)
- Corbinian Schlosser (ORCID: https://orcid.org/0000-0002-0251-9004)
Institutions
- Institut polytechnique de Grenoble (FR)
- Centre National de la Recherche Scientifique (FR)
- GIPSA-Lab (FR)
- Institut de Mathématiques de Toulouse (FR)
- Université Grenoble Alpes (FR)
Publication Details
- Journal
- Numerical Algebra Control and Optimization
- Published
- 2025-05-08
- DOI
- https://doi.org/10.3934/naco.2025011
- Citations
- 2
- Primary Topic
- Advanced Optimization Algorithms Research
- Type
- article
- Field-Weighted Citation Impact
- 2.63
Funders
- National Science Foundation
- Agence Nationale de la Recherche
- Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung