Convergence analysis of a Lasserre hierarchy of upper bounds for polynomial minimization on the sphere

We study the convergence rate of a hierarchy of upper bounds for polynomial minimization prob-lems, proposed by Lasserre [SIAM J. Optim.21(3) (2011), pp.864-885], for the special case when the feasible set is the unit (hyper)sphere. The upper bound at level r of the hierarchy is defined as the minimal expected value of the polynomial over all probability distributions on the sphere, when the probability density function is a sum-of-squares polynomial of degree at most 2r with respect to the surface measure. We show that the exact rate of convergence is in the order (1/r2), and explore the implications for the related rate of convergence for the generalized problem of moments on the sphere.

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arXiv:1904.08828

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