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MINIMIZER EXTRACTION IN POLYNOMIAL OPTIMIZATION IS ROBUST
Journal article   Open access   Peer reviewed

MINIMIZER EXTRACTION IN POLYNOMIAL OPTIMIZATION IS ROBUST

Igor Klep, Janez Povh and Jurij Volcic
SIAM journal on optimization, v 28(4), pp 3177-3207
01 Jan 2018
url
https://doi.org/10.1137/17m1152061View
Published, Version of Record (VoR)Open Access (License Unspecified) Open

Abstract

Mathematics Mathematics, Applied Physical Sciences Science & Technology
In this article we present a robustness analysis of the extraction of optimizers in polynomial optimization. Optimizers can be extracted by solving moment problems using flatness and the Gelfand-Naimark-Segal (GNS) construction. Here a modification of the GNS construction is presented that applies even to nonflat data, and then its sensitivity under perturbations is studied. The focus is on eigenvalue optimization for noncommutative polynomials, but we also explain how the main results pertain to commutative and tracial optimization.

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Mathematics, Applied
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