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SOS-Convexity: an algebraic relaxation for convexity of polynomials
Optimization| Speaker: | Amirali Ahmadi, MIT |
| Location: | 1147 MSB |
| Start time: | Wed, Mar 16 2011, 3:10PM |
Description
In his famous 1888 paper, Hilbert showed that there exist nonnegative
polynomials that cannot be decomposed as a sum of squares (sos) of
polynomials. He further gave a complete characterization of the values
for (n,d) for which
one can have a polynomial in n variables and of degree d that is
nonnegative
but not sos, although explicit examples of such polynomials appeared
only
eighty years later. Today, the subject has seen much renewed interest
mainly
due to the observation that the existence of an sos decomposition can
be
checked efficiently via semidefinite programming, whereas deciding
nonnegativity is NP-hard. After a brief review of these results, I
will turn to the main focus of
the talk which is on drawing the analogue of this story where instead
of nonnegativity
and sum of squares, we look at convexity and sos-convexity of
polynomials. The notion of sos-convexity (termed by Helton and Nie) is
a tractable sufficient
condition for convexity of polynomials based on an appropriately
defined sum of squares decomposition of the Hessian matrix. I will
discuss three
results on the subject: (i) I will show that two other natural sos
relaxations for convexity
based on the definition of convexity and its first order
characterization turn
out to be equivalent to sos-convexity. (ii) I will present an explicit
example
of a convex but not sos-convex polynomial in six variables and of
degree four,
whose construction comes directly from our recent proof of NP-hardness
of
deciding convexity of quartic polynomials. (iii) I will show that for
polynomials in n variables and of degree d, the notions of convexity
and
sos-convexity are equivalent if and only if n=1 or d=2 or (n,d)=(2,4).
Remarkably, these are exactly the cases where nonnegative polynomials
are
guaranteed to be sums of squares, as proven by Hilbert.
