Nonnegative Polynomials and Sums of Squares

Grigoriy Blekherman January 24, 2011 Georgia Tech

Nonnegative Polynomials and Sums of Squares Why do bad things happen to good polynomials?

Grigoriy Blekherman January 24, 2011 Georgia Tech

Dramatis Personae • A multivariate polynomial p is called nonnegative (psd) if

p(x) ≥ 0 for all x ∈ Rn . • A polynomial p is a sum of squares (sos) if we can write

p(x) =

P

qi2 for some polynomials qi .

• Sums of squares are clearly nonnegative from their

presentation. Abstract Question: Can we always write a nonnegative polynomial in a way that makes its nonnegativity apparent? Practical Version: Can we efficiently compute such representations?

Computational Motivation

• Many hard computational problems can be reduced to testing

nonnegativity of a polynomial • Testing whether a polynomial is a sum of squares, and

computing its representation, is a computationally tractable problem due to Semidefinite Programming • What happens if we substitute sums of squares for

nonnegative polynomials? Main Question for this Talk: What is the relationship between nonnegative polynomials and sums of squares?

Optimization

• Minimization is equivalent to computing the best lower bound:

min f =

max

f −γ is psd

γ

• We can compute instead the best sos lower bound:

γ∗ =

max

f −γ is sos

γ

• Can introduce gradient constraints: ∇f = 0 (Nie, Demmel,

Sturmfels)

Lyapunov Functions An autonomous system of ordinary differential equations:

dx1 = p1 (x) dt .. . dxk = pk (x) dt

x˙1 = −x1 − 2x22 x˙2 = −x2 − x1 x2 − 2x23

Where pi are polynomials in x = (x1 , . . . , xn ). Global stability of a steady state can be certified by exhibiting a Lyapunov Function V .

Lyapunov Functions An autonomous system of ordinary differential equations:

dx1 = p1 (x) dt .. . dxk = pk (x) dt

x˙1 = −x1 − 2x22 x˙2 = −x2 − x1 x2 − 2x23

Where pi are polynomials in x = (x1 , . . . , xn ). Global stability of a steady state can be certified by exhibiting a Lyapunov Function V . V (x) = x12 + 2x22

V˙ (x) = −4x22 − 2(x1 − 2x22 )2

Dramatis Personae Revisited

• If a polynomial p is nonnegative then we can make it

homogeneous and it will remain nonnegative. • n number of variables • 2d degree • Hn,2d vector space of homogeneous polynomials (forms) in n

variables, of degree 2d. Nonnegative polynomials and sums of squares form full dimensional closed convex cones Pn,2d and Σn,2d in Hn,2d .

Hilbert’s Theorem and Motzkin’s Example Hilbert’s Theorem Pn,2d = Σn,2d in the following three cases: n = 2 (univariate non-homogeneous case), 2d = 2 (quadratic forms), and n = 3, 2d = 4 (ternary quartics). In all other cases there exists nonnegative forms that are not sums of squares.

Hilbert’s Theorem and Motzkin’s Example Hilbert’s Theorem Pn,2d = Σn,2d in the following three cases: n = 2 (univariate non-homogeneous case), 2d = 2 (quadratic forms), and n = 3, 2d = 4 (ternary quartics). In all other cases there exists nonnegative forms that are not sums of squares.

Motzkin’s Example 2 4

4 2

6

M(x, y , z) = x y +x3 y +z − x 2 y 2 z 2 is nonnegative by arithmetic mean/geometric mean inequality. It is not a sum of squares by term-by-term inspection. Several beautiful papers of Reznick, Choi and Lam describing explicit constructions and properties of nonnegative polynomials that are not SOS.

Enter Convex Geometry

• We can take sections of Pn,2d and Σn,2d to obtain compact

convex sets. • We take slices with hyperplane M of forms of integral

(average) 1 on the unit sphere and obtain compact convex ¯n,2d and Σ ¯ n,2d . sets P ¯n,2d and Σ ¯ n,2d . • Now we can compare the volumes of P

Main Size Theorem For a D-dimensional compact set K : vol (1 + )K = (1 + )D vol K. The proper measure of the size of K is (vol K)1/D .

Theorem (Bl.,2005) There exist constants c1 (d) and c2 (d), dependent on the degree d only, such that c1 n

(d−1)/2

 ≤

¯ n,2d volP ¯ n,2d vol Σ

1/D

≤ c2 n(d−1)/2 .

• There are explicit bounds for constants c1 and c2 . • The dependence on degree is such that the volume of

nonnegative polynomials takes over only for very large number of variables.

Orbitopal Structure • The cone Pn,2d is cut out by inequalities f (v ) ≥ 0 for all

v ∈ Sn−1 . • The group SO(n) acts on Rn and rotates the unit sphere.

Under the induced action the inequality f (e1 ) ≥ 0 can be transformed into f (v ) ≥ 0 for any v ∈ Sn−1 . • Pn,2d is cut out by an orbit of one inequality under the action

of a compact group. Equivalently, the dual cone of Pn,2d is the conical hull of an orbit of a single point. • Such convex sets are known as orbitopes and it is precisely

this structure that allows us to bound the volume with certain integrals over the compact group SO(n) and derive the bounds.

Enter Algebraic Geometry The smallest cases where Σn,2d ( Pn,2d are (n, 2d) = (4, 4) and (n, 2d) = (3, 6). Why do there exist nonnegative polynomials that are not sums of squares? Key Idea: Lets look at values on a finite set of points. Let v1 , . . . , v8 be the vertices of the ±1 hypercube in R4 : {v1 , . . . , v8 } = (±1, ±1, ±1, 1) The points vi are affine representatives of the projective zeroes of 3 quadratics: x12 − x22 = 0, x12 − x32 = 0, x12 − x42 = 0

Values of Nonnegative Polynomials

Define projection π : H4,4 → R8 given by evaluation at vi : π(f ) = (f (v1 ), . . . , f (v8 )) Let Rk+ and Rk++ be the closed and open positive orthant in Rk .

Proposition π(P4,4 ) = R8+ , in other words, any set of nonnegative values on v1 , . . . , v8 is achievable by a globally nonnegative polynomial.

General Picture v1 , . . . vk are affine representatives for real zeroes of forms p1 , . . . , pm of degree at most d: {v1 , . . . , vk } = Z(p1 , . . . , pm ). Let π : Hn,2d → Rk be the projection given by evaluation at vi and let L = π(Hn,2d ).

Theorem (Bl.,2010) L ∩ Rk++ is contained in the projection of the cone of nonnegative polynomials π(Pn,2d ).

Values of Sums of Squares Key Idea: Look at the values of quadratic forms on v1 , . . . , v8 . We will square and add them to obtain sums of squares. • Values of quadratic forms on vi satisfy a linear relation: X v has even number of 1’s

f (v ) =

X

f (v ),

v has odd number of 1’s

for all f ∈ H4,2 . • Let M = π(H4,2 ); M is a hyperplane. • To obtain the image π(Σ4,4 ) take all (s1 , . . . , s8 ) ∈ M and

form the convex hull of points (s12 , . . . , s82 ). • The conical hull of the points (s12 , . . . , s82 ) is strictly contained

in R8+ . The point (1, 0, . . . , 0) is not in π(Σ4,4 ). This is Hilbert’s original insight.

Geometry of Sums of Squares Proposition The image π(Σ4,4 ) is the set of x = (x1 , . . . , x8 ) ∈ R8+ defined by the following equations: √



x1 + . . . + .. . x2 + . . . +





x7 ≥

x8 ≥





x8

x1

Main Values Theorems Cayley-Bacharach Relations: There is a unique linear relation for values of quadratic forms on any complete intersection of 3 quadratics in H4,2 . For H3,6 take a complete intersection of 2 cubic forms (9 points).

Theorem (Bl.,2010) Suppose that p ∈ H4,4 (H3,6 ) is nonnegative but not a sum of squares. Then there exists a transverse intersection of three quadratics (2 cubics) with at most 2 complex points, such that the values of p on the intersection certify that p is not a sum of squares.

Next Steps Theorem (Bl., 2010) Suppose that p ∈ Hn,2d is nonnegative but not a sum of squares. Then there exists a transverse intersection of n − 1 forms of degree d in d n−1 (possibly complex) points, such that the values of p on the intersection certify that p is not a sum of squares. • Unclear how to control the number of complex points in the

intersection • The real culprits are Gorenstein ideals, which in the cases

(3, 6) and (4, 4) happen to come from complete intersections. • Can show that Pn,2d = Σn,2d in the cases of Hilbert’s

Theorem by showing nonexistence of such Gorenstein ideals. • The structure of Gorenstein ideals is very complicated outside

of the case n = 3 (Buchsbaum-Eisenbud Structure Theorem).

THANK YOU!

Hilbert’s 17th Problem Is it true that we can write every nonnegative polynomial as a sum of squares of rational functions? p=

X  ri 2 qi

YES (Artin,Schreier 1920’s) However, denominators may have very large degree. For the Motzkin Form: (x 2 + y 2 + z 2 )M(x, y , z) is a sum of squares, so M(x, y , z) is a sum of squares of rational functions with denominator x 2 + y 2 + z 2

Nonnegative Polynomials and Sums of Squares Why ...

Jan 24, 2011 - Why do bad things happen to good polynomials? Grigoriy .... There exist constants c1(d) and c2(d), dependent on the degree d only, such that.

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