Solving moment problems by dimensional extension

In this paper, we study the problem of computing by relaxation hierarchies the infimum of a real polynomial function f on a closed basic semialgebraic set and the points where this infimum is reached, if they exist. We show that when the infimum is reached, a relaxation hierarchy constructed from the Karush-Kuhn-Tucker ideal is always exact and that the vanishing ideal of the KKT minimizer points is generated by the kernel of the associated moment matrix in that degree, even ...

Let $\tau$ be a locally convex topology on the countable dimensional polynomial $\reals$-algebra $\rx:=\reals[X_1,...,X_n]$. Let $K$ be a closed subset of $\reals^n$, and let $M:=M_{\{g_1, ... g_s\}}$ be a finitely generated quadratic module in $\rx$. We investigate the following question: When is the cone $\Pos(K)$ (of polynomials nonnegative on $K$) included in the closure of $M$? We give an interpretation of this inclusion with respect to representing continuous linear fun...

The real radical ideal of a system of polynomials with finitely many complex roots is generated by a system of real polynomials having only real roots and free of multiplicities. It is a central object in computational real algebraic geometry and important as a preconditioner for numerical solvers. Lasserre and co-workers have shown that the real radical ideal of real polynomial systems with finitely many real solutions can be determined by a combination of semi-definite prog...

We show that the multivariate generating function of appropriately normalized moments of a measure with homogeneous polynomial density supported on a compact polytope P in R^d is a rational function. Its denominator is the product of linear forms dual to the vertices of P raised to the power equal to the degree of the density function. Using this, we solve the inverse moment problem for the set of, not necessarily convex, polytopes having a given set S of vertices. Under a we...

The moment-sum-of-squares (moment-SOS) hierarchy is one of the most celebrated and widely applied methods for approximating the minimum of an n-variate polynomial over a feasible region defined by polynomial (in)equalities. A key feature of the hierarchy is that, at a fixed level, it can be formulated as a semidefinite program of size polynomial in the number of variables n. Although this suggests that it may therefore be computed in polynomial time, this is not necessarily t...

We consider the problem of globally minimizing the sum of many rational functions over a given compact semialgebraic set. The number of terms can be large (10 to 100), the degree of each term should be small (up to 10), and the number of variables can be large (10 to 100) provided some kind of sparsity is present. We describe a formulation of the rational optimization problem as a generalized moment problem and its hierarchy of convex semidefinite relaxations. Under some cond...

We provide a real algebraic symbolic-numeric algorithm for computing the real variety $V_R(I)$ of an ideal $I$, assuming it is finite while $V_C(I)$ may not be. Our approach uses sets of linear functionals on $R[X]$, vanishing on a given set of polynomials generating $I$ and their prolongations up to a given degree, as well as on polynomials of the real radical ideal of $I$, obtained from the kernel of a suitably defined moment matrix assumed to be positive semidefinite and o...

In this article we provide an experimental algorithm that in many cases gives us an upper bound of the global infimum of a real polynomial on $\R^{n}$. It is very well known that to find the global infimum of a real polynomial on $\R^{n}$, often reduces to solve a hierarchy of positive semidefinite programs, called moment relaxations. The algorithm that we present involves to solve a series of positive semidefinite programs whose feasible set is included in the feasible set o...

The uniform probability measure on a convex polytope induces piecewise polynomial densities on its projections. For a fixed combinatorial type of simplicial polytopes, the moments of these measures are rational functions in the vertex coordinates. We study projective varieties that are parametrized by finite collections of such rational functions. Our focus lies on determining the prime ideals of these moment varieties. Special cases include Hankel determinantal ideals for po...

Let $G$ be a bounded open subset of Euclidean space with real algebraic boundary $\Gamma$. Under the assumption that the degree $d$ of $\Gamma$ is given, and the power moments of the Lebesgue measure on $G$ are known up to order $3d$, we describe an algorithmic procedure for obtaining a polynomial vanishing on $\Gamma$. The particular case of semi-algebraic sets defined by a single polynomial inequality raises an intriguing question related to the finite determinateness of th...