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.

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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

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article

Convergence rates for the moment-SoS hierarchy

Alexey Lazarev, Matteo Tacchi, Corbinian Schlosser
2 citations
Numerical Algebra Control and Optimization
Advanced Optimization Algorithms Research
2.63
article

Convergence rates for the moment-SoS hierarchy

Alexey Lazarev, Matteo Tacchi, Corbinian Schlosser
article en
2 citations

Abstract

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.

Numerical Algebra Control and OptimizationVol. 16(0)
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)
National Science Foundation, Agence Nationale de la Recherche, Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung
Reduced inequalities
Openalex Percentile: Top 19%
Advanced Optimization Algorithms Research
2.63
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Convergence rates for the moment-SoS hierarchy — Alexey Lazarev, Matteo Tacchi, et al. · Numerical Algebra Control and Optimization (2025) | TGRS Research Map | TGRS