SOS-convexity

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A multivariate polynomial is SOS-convex (or sum of squares convex) if its Hessian matrix H can be factored as H(x) = ST(x)S(x) where S is a matrix (possibly rectangular) which entries are polynomials in x.[1] In other words, the Hessian matrix is a SOS matrix polynomial.

An equivalent definition is that the form defined as g(x,y) = yTH(x)y is a sum of squares of forms.[2]

Connection with convexity

If a polynomial is SOS-convex, then it is also convex.Template:Citation needed Since establishing whether a polynomial is SOS-convex amounts to solving a semidefinite programming problem, SOS-convexity can be used as a proxy to establishing if a polynomial is convex. In contrast, deciding if a generic quartic polynomial of degree four (or higher even degree) is convex is a NP-hard problem.[3]

The first counterexample of a polynomial which is convex but not SOS-convex was constructed by Amir Ali Ahmadi and Pablo Parrilo in 2009.[4] The polynomial is a homogeneous polynomial that is sum-of-squares and given by:[4]

p(x)=32x18+118x16x22+40x16x32+25x14x2443x14x22x3235x14x34+3x12x24x3216x12x22x34+24x12x36+16x28+44x26x32+70x24x34+60x22x36+30x38

In the same year, Grigoriy Blekherman proved in a non-constructive manner that there exist convex forms that is not representable as sum of squares.[5] An explicit example of a convex form (with degree 4 and 272 variables) that is not a sum of squares was claimed by James Saunderson in 2021.[6]

Connection with non-negativity and sum-of-squares

In 2013 Amir Ali Ahmadi and Pablo Parrilo showed that every convex homogeneous polynomial in n variables and degree 2d is SOS-convex if and only if either (a) n = 2 or (b) 2d = 2 or (c) n = 3 and 2d = 4.[7] Impressively, the same relation is valid for non-negative homogeneous polynomial in n variables and degree 2d that can be represented as sum of squares polynomials (See Hilbert's seventeenth problem).

References

Template:Reflist

See also