Constrained Polynomial Optimization Problems with Noncommuting Variables

نویسندگان

  • Kristijan Cafuta
  • Igor Klep
  • Janez Povh
چکیده

In this paper we study constrained eigenvalue optimization of noncommutative (nc) polynomials, focusing on the polydisc and the ball. Our three main results are as follows: (1) an nc polynomial is nonnegative if and only if it admits a weighted sum of hermitian squares decomposition; (2) (eigenvalue) optima for nc polynomials can be computed using a single semidefinite program (SDP) – this sharply contrasts the commutative case where sequences of SDPs are needed; (3) the dual solution to this “single” SDP can be exploited to extract eigenvalue optimizers with an algorithm based on two ingredients: • solution to a truncated nc moment problem via flat extensions; • Gelfand-Naimark-Segal (GNS ) construction. The implementation of these procedures in our computer algebra system NCSOStools is presented and several examples pertaining to matrix inequalities are given to illustrate our results.

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عنوان ژورنال:
  • SIAM Journal on Optimization

دوره 22  شماره 

صفحات  -

تاریخ انتشار 2012