Computation of sum of squares polynomials from data points

Després, Bruno; Herda, Maxime

Type de document :

Article dans une revue scientifique: Article original

DOI :

10.1137/19M1273955

Titre :

Computation of sum of squares polynomials from data points

Auteur(s) :

Després, Bruno [Auteur]
Laboratoire Jacques-Louis Lions [LJLL (UMR_7598)]
Herda, Maxime [Auteur]

Reliable numerical approximations of dissipative systems [RAPSODI]

Titre de la revue :

SIAM Journal on Numerical Analysis

Pagination :

1719-1743

Éditeur :

Society for Industrial and Applied Mathematics

Date de publication :

2020

ISSN :

0036-1429

Mot(s)-clé(s) en anglais :

sum of squares
Positive polynomials
convex analysis
iterative methods
positive interpolation

Discipline(s) HAL :

Mathématiques [math]/Analyse numérique [math.NA]

Résumé en anglais : [en]

We propose an iterative algorithm for the numerical computation of sums of squares of polynomials approximating given data at prescribed interpolation points. The method is based on the definition of a convex functional ...
Lire la suite >We propose an iterative algorithm for the numerical computation of sums of squares of polynomials approximating given data at prescribed interpolation points. The method is based on the definition of a convex functional $G$ arising from the dualization of a quadratic regression over the Cholesky factors of the sum of squares decomposition. In order to justify the construction, the domain of $G$, the boundary of the domain and the behavior at infinity are analyzed in details. When the data interpolate a positive univariate polynomial, we show that in the context of the Lukacs sum of squares representation, $G$ is coercive and strictly convex which yields a unique critical point and a corresponding decomposition in sum of squares. For multivariate polynomials which admit a decomposition in sum of squares and up to a small perturbation of size $\varepsilon$, $G^\varepsilon$ is always coercive and so it minimum yields an approximate decomposition in sum of squares. Various unconstrained descent algorithms are proposed to minimize $G$. Numerical examples are provided, for univariate and bivariate polynomials.Lire moins >

Langue :

Anglais

Comité de lecture :

Oui

Audience :

Internationale

Vulgarisation :

Non

Collections :

Laboratoire Paul Painlevé - UMR 8524

Source :

Harvested from HAL

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paper.pdf
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1812.02444
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