Bilinear optimality constraints for the cone of positive polynomials

Gábor Rudolf, Nilay Noyan, Dávid Papp, Farid Alizadeh

Research output: Contribution to journalArticlepeer-review

20 Scopus citations

Abstract

For a proper cone K ⊂ ℝn and its dual cone K * the complementary slackness condition 〈x, s 〉=0 defines an n-dimensional manifold C(K) in the space ℝ2n . When K is a symmetric cone, points in C(K) must satisfy at least n linearly independent bilinear identities. This fact proves to be useful when optimizing over such cones, therefore it is natural to look for similar bilinear relations for non-symmetric cones. In this paper we define the bilinearity rank of a cone, which is the number of linearly independent bilinear identities valid for points in C(K). We examine several well-known cones, in particular the cone of positive polynomials P2n+1 and its dual, and show that there are exactly four linearly independent bilinear identities which hold for all (x, s) ∈ C(P2n+1), regardless of the dimension of the cones. For nonnegative polynomials over an interval or half-line there are only two linearly independent bilinear identities. These results are extended to trigonometric and exponential polynomials. We prove similar results for Müntz polynomials.

Original languageEnglish (US)
Pages (from-to)5-31
Number of pages27
JournalMathematical Programming
Volume129
Issue number1
DOIs
StatePublished - Sep 2011

All Science Journal Classification (ASJC) codes

  • Software
  • General Mathematics

Keywords

  • Bilinear cones
  • Bilinearity rank
  • Complementarity slackness
  • Optimality conditions
  • Positive polynomials

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