将光滑函数分解为平方和的二阶条件

Second Order Conditions to Decompose Smooth Functions as Sums of Squares

SIAM Journal on Optimization · 2024
被引 1
ABS 3

中文导读

研究了将正则非负函数分解为保持某种正则性的函数平方和的问题,给出了p次连续可微非负函数可分解为p-2次可微函数平方和的二阶充分条件,允许零点集连续且适用于流形。

Abstract

.We consider the problem of decomposing a regular nonnegative function as a sum of squares of functions which preserve some form of regularity. In the same way as decomposing nonnegative polynomials as sum of squares of polynomials allows one to derive methods in order to solve global optimization problems on polynomials, decomposing a regular function as a sum of squares allows one to derive methods to solve global optimization problems on more general functions. As the regularity of the functions in the sum of squares decomposition is a key indicator in analyzing the convergence and speed of convergence of optimization methods, it is important to have theoretical results guaranteeing such a regularity. In this work, we show second order sufficient conditions in order for a \(p\) times continuously differentiable nonnegative function to be a sum of squares of \(p-2\) differentiable functions. The main hypothesis is that, locally, the function grows quadratically in directions which are orthogonal to its set of zeros. The novelty of this result, compared to previous works is that it allows sets of zeros which are continuous as opposed to discrete, and also applies to manifolds as opposed to open sets of \(\mathbb{R}^d\). This has applications in problems where manifolds of minimizers or zeros typically appear, such as in optimal transport, and for minimizing functions defined on manifolds.Keywordsnonnegative functionsmanifoldssum of squaresglobal optimizationsecond orderMSC codes90C2658C0553A9990C5611E25

数学全局优化非负函数流形平方和分解