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.
MINIMIZER EXTRACTION IN POLYNOMIAL OPTIMIZATION IS ROBUST
Creators
Igor Klep - University of Auckland
Janez Povh - University of Ljubljana
Jurij Volcic - Ben-Gurion University of the Negev
Publication Details
SIAM journal on optimization, v 28(4), pp 3177-3207
Publisher
Siam Publications
Number of pages
31
Grant note
University of Auckland Doctoral Scholarship
SCHW 1723/1-1 / Deutsche Forschungsgemeinschaft (DFG); German Research Foundation (DFG)
Marsden Fund Council of the Royal Society of New Zealand; Royal Society of New Zealand; Marsden Fund (NZ)
J1-8132; N1-0057; P1-0222 / Slovenian Research Agency; Slovenian Research Agency - Slovenia
Resource Type
Journal article
Language
English
Academic Unit
Mathematics
Web of Science ID
WOS:000453750000017
Scopus ID
2-s2.0-85060290228
Other Identifier
991021861880504721
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