Polynomial Optimization, Certificates of Positivity, and Christoffel Function

Jean B. Lasserre ()
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Jean B. Lasserre: LAAS-CNRS and Institute of Mathematics

A chapter in Polynomial Optimization, Moments, and Applications, 2023, pp 1-22 from Springer

Abstract: Abstract We briefly recall basics of the Moment-SOS hierarchy in polynomial optimization and the Christoffel-Darboux kernel (and the Christoffel function (CF)) in theory of approximation and orthogonal polynomials. We then (i) show a strong link between the CF and the SOS-based positive certificate at the core of the Moment-SOS hierarchy, and (ii) describe how the CD-kernel provides a simple interpretation of the SOS-hierarchy of lower bounds as searching for some signed polynomial density (while the SOS-hierarchy of upper bounds is searching for a positive (SOS) density). This link between the CF and positive certificates, in turn allows us (i) to establish a disintegration property of the CF much like for measures, and (ii) for certain sets, to relate the CF of their equilibrium measure with a certificate of positivity on the set, for constant polynomials.

Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-3-031-38659-6_1

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DOI: 10.1007/978-3-031-38659-6_1

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