Optimality Conditions and Finite Convergence of Lasserre's Hierarchy

Jiawang Nie

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arXiv · 1206.0319

Optimality Conditions and Finite Convergence of Lasserre's Hierarchy

Jiawang Nie

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Abstract

Lasserre's hierarchy is a sequence of semidefinite relaxations for solving polynomial optimization problems globally. This paper studies the relationship between optimality conditions in nonlinear programming theory and finite convergence of Lasserre's hierarchy. Our main results are: i) Lasserre's hierarchy has finite convergence when the constraint qualification, strict complementarity and second order sufficiency conditions hold at every global minimizer, under the standard archimedean assumption; the proof uses a result of Marshall on boundary hessian conditions. ii) these optimality conditions are all satisfied at every local minimizer if a finite set of polynomials, which are in the coefficients of input polynomials, do not vanish at the input data (i.e., they hold in a Zariski open set). This implies that Lasserre's hierarchy has finite convergence generically.

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Jiawang Nie. 2013-04-15. Optimality Conditions and Finite Convergence of Lasserre's Hierarchy. https://arxiv.org/abs/1206.0319

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