arXiv · 2502.18370
Convergence rate for linear minimizer-estimators in the moment-sum-of-squares hierarchy
Abstract
Effective Positivstellens\"atze provide convergence rates for the moment-sum-of-squares (SoS) hierarchy for polynomial optimization (POP). In this paper, we add a qualitative property to the recent advances in those effective Positivstellens\"atze. We consider optimal solutions to the moment relaxations in the moment-SoS hierarchy and investigate the measures they converge to. It has been established that those limit measures are the probability measures on the set of optimal points of the underlying POP. We complement this result by showing that these measures are approached with a convergence rate that transfers from the (recent) effective Positivstellens\"atze. As a special case, this covers estimating the minimizer of the underlying POP via linear pseudo-moments. Finally, we analyze the same situation for another SoS hierarchy - the upper bound hierarchy - and show how convexity can be leveraged.
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Corbinian Schlosser. 2025-02-25. Convergence rate for linear minimizer-estimators in the moment-sum-of-squares hierarchy. https://arxiv.org/abs/2502.18370
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