Certification of Real Inequalities -- Templates and Sums of Squares

We consider the problem of certifying lower bounds for real-valued multivariate transcendental functions. The functions we are dealing with are nonlinear and involve semialgebraic operations as well as some transcendental functions like $\cos$, $\arctan$, $\exp$, etc. Our general framework is to use different approximation methods to relax the original problem into polynomial optimization problems, which we solve by sparse sums of squares relaxations. In particular, we combine the ideas of the maxplus estimators (originally introduced in optimal control) and of the linear templates (originally introduced in static analysis by abstract interpretation). The nonlinear templates control the complexity of the semialgebraic relaxations at the price of coarsening the maxplus approximations. In that way, we arrive at a new - template based - certified global optimization method, which exploits both the precision of sums of squares relaxations and the scalability of abstraction methods. We analyze the performance of the method on problems from the global optimization literature, as well as medium-size inequalities issued from the Flyspeck project.Comment: 27 pages, 3 figures, 4 table

Simultaneous resolution of singularities in the Nash category: finiteness and effectiveness

In this paper we present new proofs using real spectra of the finiteness theorem on Nash trivial simultaneous resolution and the finiteness theorem on Blow-Nash triviality for isolated real algebraic singularities. That is, we prove that a family of Nash sets in a Nash manifold indexed by a semialgebraic set always admits a Nash trivial simultaneous resolution after a partition of the parameter space into finitely many semialgebraic pieces and in the case of isolated singularities it admits a finite Blow-Nash trivialization. We also complement the finiteness results with recursive bounds

Lower Bounds on Complexity of Lyapunov Functions for Switched Linear Systems

We show that for any positive integer $d$, there are families of switched linear systems---in fixed dimension and defined by two matrices only---that are stable under arbitrary switching but do not admit (i) a polynomial Lyapunov function of degree $\leq d$, or (ii) a polytopic Lyapunov function with $\leq d$ facets, or (iii) a piecewise quadratic Lyapunov function with $\leq d$ pieces. This implies that there cannot be an upper bound on the size of the linear and semidefinite programs that search for such stability certificates. Several constructive and non-constructive arguments are presented which connect our problem to known (and rather classical) results in the literature regarding the finiteness conjecture, undecidability, and non-algebraicity of the joint spectral radius. In particular, we show that existence of an extremal piecewise algebraic Lyapunov function implies the finiteness property of the optimal product, generalizing a result of Lagarias and Wang. As a corollary, we prove that the finiteness property holds for sets of matrices with an extremal Lyapunov function belonging to some of the most popular function classes in controls

Certification of inequalities involving transcendental functions: combining SDP and max-plus approximation

We consider the problem of certifying an inequality of the form $f(x)\geq 0$, $\forall x\in K$, where $f$ is a multivariate transcendental function, and $K$ is a compact semialgebraic set. We introduce a certification method, combining semialgebraic optimization and max-plus approximation. We assume that $f$ is given by a syntaxic tree, the constituents of which involve semialgebraic operations as well as some transcendental functions like $\cos$, $\sin$, $\exp$, etc. We bound some of these constituents by suprema or infima of quadratic forms (max-plus approximation method, initially introduced in optimal control), leading to semialgebraic optimization problems which we solve by semidefinite relaxations. The max-plus approximation is iteratively refined and combined with branch and bound techniques to reduce the relaxation gap. Illustrative examples of application of this algorithm are provided, explaining how we solved tight inequalities issued from the Flyspeck project (one of the main purposes of which is to certify numerical inequalities used in the proof of the Kepler conjecture by Thomas Hales).Comment: 7 pages, 3 figures, 3 tables, Appears in the Proceedings of the European Control Conference ECC'13, July 17-19, 2013, Zurich, pp. 2244--2250, copyright EUCA 201

Polynomial Bounds for Oscillation of Solutions of Fuchsian Systems

We study the problem of placing effective upper bounds for the number of zeros of solutions of Fuchsian systems on the Riemann sphere. The principal result is an explicit (non-uniform) upper bound, polynomially growing on the frontier of the class of Fuchsian systems of given dimension n having m singular points. As a function of n,m, this bound turns out to be double exponential in the precise sense explained in the paper. As a corollary, we obtain a solution of the so called restricted infinitesimal Hilbert 16th problem, an explicit upper bound for the number of isolated zeros of Abelian integrals which is polynomially growing as the Hamiltonian tends to the degeneracy locus. This improves the exponential bounds recently established by A. Glutsyuk and Yu. Ilyashenko.Comment: Will appear in Annales de l'institut Fourier vol. 60 (2010

Certification of Bounds of Non-linear Functions: the Templates Method

The aim of this work is to certify lower bounds for real-valued multivariate functions, defined by semialgebraic or transcendental expressions. The certificate must be, eventually, formally provable in a proof system such as Coq. The application range for such a tool is widespread; for instance Hales' proof of Kepler's conjecture yields thousands of inequalities. We introduce an approximation algorithm, which combines ideas of the max-plus basis method (in optimal control) and of the linear templates method developed by Manna et al. (in static analysis). This algorithm consists in bounding some of the constituents of the function by suprema of quadratic forms with a well chosen curvature. This leads to semialgebraic optimization problems, solved by sum-of-squares relaxations. Templates limit the blow up of these relaxations at the price of coarsening the approximation. We illustrate the efficiency of our framework with various examples from the literature and discuss the interfacing with Coq.Comment: 16 pages, 3 figures, 2 table

Computing the homology of basic semialgebraic sets in weak exponential time

We describe and analyze an algorithm for computing the homology (Betti numbers and torsion coefficients) of basic semialgebraic sets which works in weak exponential time. That is, out of a set of exponentially small measure in the space of data the cost of the algorithm is exponential in the size of the data. All algorithms previously proposed for this problem have a complexity which is doubly exponential (and this is so for almost all data)

Grothendieck ring of semialgebraic formulas and motivic real Milnor fibres

We define a Grothendieck ring for basic real semialgebraic formulas, that is for systems of real algebraic equations and inequalities. In this ring the class of a formula takes into consideration the algebraic nature of the set of points satisfying this formula and contains as a ring the usual Grothendieck ring of real algebraic formulas. We give a realization of our ring that allows to express a class as a Z[1/2]- linear combination of classes of real algebraic formulas, so this realization gives rise to a notion of virtual Poincar\'e polynomial for basic semialgebraic formulas. We then define zeta functions with coefficients in our ring, built on semialgebraic formulas in arc spaces. We show that they are rational and relate them to the topology of real Milnor fibres.Comment: 30 pages, 1 figur