A new look at nonnegativity on closed sets and polynomial optimization

We first show that a continuous function f is nonnegative on a closed set $K\subseteq R^n$ if and only if (countably many) moment matrices of some signed measure $d\nu =fd\mu$ with support equal to K, are all positive semidefinite (if $K$ is compact $\mu$ is an arbitrary finite Borel measure with support equal to K. In particular, we obtain a convergent explicit hierarchy of semidefinite (outer) approximations with {\it no} lifting, of the cone of nonnegative polynomials of degree at most $d$. Wen used in polynomial optimization on certain simple closed sets \K (like e.g., the whole space $\R^n$, the positive orthant, a box, a simplex, or the vertices of the hypercube), it provides a nonincreasing sequence of upper bounds which converges to the global minimum by solving a hierarchy of semidefinite programs with only one variable. This convergent sequence of upper bounds complements the convergent sequence of lower bounds obtained by solving a hierarchy of semidefinite relaxations

A discrete Farkas lemma

Given $A\in \Z^{m\times n}$ and $b\in\Z^m$, we consider the issue of existence of a nonnegative integral solution $x\in \N^n$ to the system of linear equations $Ax=b$. We provide a discrete and explicit analogue of the celebrated Farkas lemma for linear systems in $\R^n$ and prove that checking existence of integral solutions reduces to solving an explicit linear programming problem of fixed dimension, known in advance.Comment: 9 pages; ICCSA 2003 conference, Montreal, May 200

Correction Bounds on measures satisfying moment conditions

The Annals of Applied Probability (2002) 12 1114-113

A Positivstellensatz which Preserves the Coupling Pattern of Variables

We specialize Schm\"udgen's Positivstellensatz and its Putinar and Jacobi and Prestel refinement, to the case of a polynomial $f\in R[X,Y]+R[Y,Z]$, positive on a compact basic semi algebraic set $K$ described by polynomials in $R[X,Y]$ and $R[Y,Z]$ only, or in $R[X]$ and $R[Y,Z]$ only (i.e. $K$ is a cartesian product). In particular, we show that the preordering $P(g,h)$ (resp. quadratic module $Q(g,h)$) generated by the polynomials $\{g_j\}\subset R[X,Y]$ and $\{h_k\}\subset R[Y,Z]$ that describe $K$, is replaced with $P(g)+P(h)$ (resp. $Q(g)+Q(h)$), so that the absence of coupling between $X$ and $Z$ is also preserved in the representation. A similar result applies with Krivine's Positivstellensatz involving the cone generated by $\{g_j,h_k\}$.Comment: 11 page

Certificates of convexity for basic semi-algebraic sets

We provide two certificates of convexity for arbitrary basic semi-algebraic sets of $\R^n$. The first one is based on a necessary and sufficient condition whereas the second one is based on a sufficient (but simpler) condition only. Both certificates are obtained from any feasible solution of a related semidefinite program and so can be obtained numerically (however, up to machine precision).Comment: 6 pages; To appear in Applied Mathematics Letter