Exact polynomial optimization strengthened with Fritz John conditions

Abstract

Let $f,g_1,\dots,g_m$ be polynomials with real coefficients in a vector of variables $x=(x_1,\dots,x_n)$. Denote by $\text{diag}(g)$ the diagonal matrix with coefficients $g=(g_1,\dots,g_m)$ and denote by $\nabla g$ the Jacobian of $g$. Let $C$ be the set of critical points defined by \begin{equation} C=\{x\in\mathbb R^n\,:\,\text{rank}(\varphi(x))< m\}\quad\text{with}\quad\varphi:=\begin{bmatrix} \nabla g\\ \text{diag}(g) \end{bmatrix}\,. \end{equation} Assume that the image of $C$ under $f$, denoted by $f(C)$, is empty or finite. (Our assumption holds generically since $C$ is empty in a Zariski open set in the space of the coefficients of $g_1,\dots,g_m$ with given degrees.) We provide a sequence of values, returned by semidefinite programs, finitely converges to the minimal value attained by $f$ over the basic semi-algebraic set $S$ defined by \begin{equation} S:=\{x\in\mathbb R^n\,:\,g_j(x)\ge 0\,,\,j=1,\dots,m\}\,. \end{equation} Consequently, we can compute exactly the minimal value of any polynomial with real coefficients in $x$ over one of the following sets: the unit ball, the unit hypercube and the unit simplex. Under a slightly more general assumption, we extend this result to the minimization of any polynomial over a basic convex semi-algebraic set that has non-empty interior and is defined by the inequalities of concave polynomials.