Trace Positive, Non-commutative Polynomials and the Truncated Moment Problem

Trace Positive, Non-commutative Polynomials and the Truncated Moment Problem
Author: Abhishek Bhardwaj
Publisher:
Total Pages: 116
Release: 2016
Genre: Moment problems (Mathematics)
ISBN:

The (multivariate) truncated moment problem is an important question in analysis with applications to mathematical physics, probability theory, etc. In the 1990’s Curto & Fialkow began their expedition of solving the truncated moment problem. It has since been studied with a variety of motivations, due to its wide ranging applications, such as to multivariate integral computations (in physics, statistics, etc.), option pricing (in finance) and optimization (in mathematics). The tracial moment problem is a non-commutative analogue of the classical moment problem. A sequence of real numbers indexed by words in non-commuting variables, invariant under cyclic permutations is called a tracial sequence. In this work we study conditions for when a tracial sequence is given by the tracial moments of some matrices, focusing on the bivariate problem in low degrees. We present sufficient conditions for Curto and Yoo’s construction of an explicit representing measure on the classical quartic binary moment problem, to hold in the tracial analogue. To each tracial sequence one can associate a multivariate Hankel matrix. If the sequence is given by moments, this matrix is positive semi-definite, but not vice-versa. In the bivariate quartic case this matrix is (7 7). It is known that positive definiteness of this matrix implies the existence of a representing measure. Here we also present a comprehensive analysis on the column relations in the Hankel matrix for lower rank cases in an attempt to find or disprove the existence of a representing measure.

Trace-positive Polynomials, Sums of Hermitian Squares and the Tracial Moment Problem

Trace-positive Polynomials, Sums of Hermitian Squares and the Tracial Moment Problem
Author: Sabine Burgdorf
Publisher:
Total Pages: 107
Release: 2011
Genre:
ISBN:

A polynomial $f$ in non-commuting variables is trace-positive if the trace of $f(\underline{A})$ is positive for all tuples $\underline{A}$ of symmetric matrices of the same size. The investigation of trace-positive polynomials and of the question of when they can be written as a sum of hermitian squares and commutators of polynomials are motivated by their connection to two famous conjectures: The BMV conjecture from statistical quantum mechanics and the embedding conjecture of Alain Connes concerning von Neumann algebras. First, results on the question of when a trace-positive polynomial in two non-commuting variables can be written as a sum of hermitian squares and commutators are presented. For instance, any bivariate trace-positive polynomial of degree at most four has such a representation, whereas this is false in general if the degree is at least six. This is in perfect analogy to Hilbert's results from the commutative context. Further, a partial answer to the Lieb-Seiringer formulation of the BMV conjecture is given by presenting some concrete representations of the polynomials $S_{m,4}(X^2; Y^2)$ as a sum of hermitian squares and commutators. The second part of this work deals with the tracial moment problem. That is, how can one describe sequences of real numbers that are given by tracial moments of a probability measure on symmetric matrices of a fixed size. The truncated tracial moment problem, where one considers only finite sequences, as well as the tracial analog of the $K$-moment problem are also investigated. Several results from the classical moment problem in Functional Analysis can be transferred to this context. For instance, a tracial analog of Haviland's theorem holds: A traciallinear functional $L$ is given by the tracial moments of a positive Borel measure on symmetric matrices of a fixed size s if and only if $L$ takes only positive values on all polynomials which are trace-positive on all tuples of symmetric $s \times s$-matrices. This result uses tracial versions of the results of Fialkow and Nie on positive extensions of truncated sequences. Further, tracial analogs of results of Stochel and of Bayer and Teichmann are given. Defining a tracial Hankel matrix in analogy to the Hankel matrix in the classical moment problem, the results of Curto and Fialkow concerning sequences with Hankel matrices of finite rank or Hankel matrices of finite size which admit a flat extension also hold true in the tracial context. Finally, a relaxation for trace-minimization of polynomials using sums of hermitian squares and commutators is proposed. While this relaxation is not always exact, the tracial analogs of the results of Curto and Fialkow give a sufficient condition for the exactness of this relaxation.

Optimization of Polynomials in Non-Commuting Variables

Optimization of Polynomials in Non-Commuting Variables
Author: Sabine Burgdorf
Publisher: Springer
Total Pages: 118
Release: 2016-06-07
Genre: Mathematics
ISBN: 3319333380

This book presents recent results on positivity and optimization of polynomials in non-commuting variables. Researchers in non-commutative algebraic geometry, control theory, system engineering, optimization, quantum physics and information science will find the unified notation and mixture of algebraic geometry and mathematical programming useful. Theoretical results are matched with algorithmic considerations; several examples and information on how to use NCSOStools open source package to obtain the results provided. Results are presented on detecting the eigenvalue and trace positivity of polynomials in non-commuting variables using Newton chip method and Newton cyclic chip method, relaxations for constrained and unconstrained optimization problems, semidefinite programming formulations of the relaxations and finite convergence of the hierarchies of these relaxations, and the practical efficiency of algorithms.

Handbook on Semidefinite, Conic and Polynomial Optimization

Handbook on Semidefinite, Conic and Polynomial Optimization
Author: Miguel F. Anjos
Publisher: Springer Science & Business Media
Total Pages: 955
Release: 2011-11-19
Genre: Business & Economics
ISBN: 1461407699

Semidefinite and conic optimization is a major and thriving research area within the optimization community. Although semidefinite optimization has been studied (under different names) since at least the 1940s, its importance grew immensely during the 1990s after polynomial-time interior-point methods for linear optimization were extended to solve semidefinite optimization problems. Since the beginning of the 21st century, not only has research into semidefinite and conic optimization continued unabated, but also a fruitful interaction has developed with algebraic geometry through the close connections between semidefinite matrices and polynomial optimization. This has brought about important new results and led to an even higher level of research activity. This Handbook on Semidefinite, Conic and Polynomial Optimization provides the reader with a snapshot of the state-of-the-art in the growing and mutually enriching areas of semidefinite optimization, conic optimization, and polynomial optimization. It contains a compendium of the recent research activity that has taken place in these thrilling areas, and will appeal to doctoral students, young graduates, and experienced researchers alike. The Handbook’s thirty-one chapters are organized into four parts: Theory, covering significant theoretical developments as well as the interactions between conic optimization and polynomial optimization; Algorithms, documenting the directions of current algorithmic development; Software, providing an overview of the state-of-the-art; Applications, dealing with the application areas where semidefinite and conic optimization has made a significant impact in recent years.

Certificates of Positivity for Real Polynomials

Certificates of Positivity for Real Polynomials
Author: Victoria Powers
Publisher: Springer Nature
Total Pages: 161
Release: 2021-11-26
Genre: Mathematics
ISBN: 3030855473

This book collects and explains the many theorems concerning the existence of certificates of positivity for polynomials that are positive globally or on semialgebraic sets. A certificate of positivity for a real polynomial is an algebraic identity that gives an immediate proof of a positivity condition for the polynomial. Certificates of positivity have their roots in fundamental work of David Hilbert from the late 19th century on positive polynomials and sums of squares. Because of the numerous applications of certificates of positivity in mathematics, applied mathematics, engineering, and other fields, it is desirable to have methods for finding, describing, and characterizing them. For many of the topics covered in this book, appropriate algorithms, computational methods, and applications are discussed. This volume contains a comprehensive, accessible, up-to-date treatment of certificates of positivity, written by an expert in the field. It provides an overview of both the theory and computational aspects of the subject, and includes many of the recent and exciting developments in the area. Background information is given so that beginning graduate students and researchers who are not specialists can learn about this fascinating subject. Furthermore, researchers who work on certificates of positivity or use them in applications will find this a useful reference for their work.

The Moment Problem

The Moment Problem
Author: Konrad Schmüdgen
Publisher: Springer
Total Pages: 530
Release: 2017-11-09
Genre: Mathematics
ISBN: 3319645463

This advanced textbook provides a comprehensive and unified account of the moment problem. It covers the classical one-dimensional theory and its multidimensional generalization, including modern methods and recent developments. In both the one-dimensional and multidimensional cases, the full and truncated moment problems are carefully treated separately. Fundamental concepts, results and methods are developed in detail and accompanied by numerous examples and exercises. Particular attention is given to powerful modern techniques such as real algebraic geometry and Hilbert space operators. A wide range of important aspects are covered, including the Nevanlinna parametrization for indeterminate moment problems, canonical and principal measures for truncated moment problems, the interplay between Positivstellensätze and moment problems on semi-algebraic sets, the fibre theorem, multidimensional determinacy theory, operator-theoretic approaches, and the existence theory and important special topics of multidimensional truncated moment problems. The Moment Problem will be particularly useful to graduate students and researchers working on moment problems, functional analysis, complex analysis, harmonic analysis, real algebraic geometry, polynomial optimization, or systems theory. With notes providing useful background information and exercises of varying difficulty illustrating the theory, this book will also serve as a reference on the subject and can be used for self-study.

Noncommutative Plurisubharmonic Polynomials

Noncommutative Plurisubharmonic Polynomials
Author: Jeremy Michael Greene
Publisher:
Total Pages: 67
Release: 2011
Genre:
ISBN: 9781124670843

Many optimization problems and engineering problems connected with linear systems lead to matrix inequalities. Matrix inequalities are constraints in which a polynomial or a matrix of polynomials with matrix variables is required to take a positive semidefinite value. Many of these problems have the property that they are "dimension free" and, in this case, the form of the polynomials remains the same for matrices of all size. In other words, we have noncommutative polynomials. One very much desires these polynomials to be "convex" in the unknown matrix variables, since if they are, then numerical calculations are reliable and local optima are global optima. In this dissertation, we classify all changes of variables (not containing transposes) from noncommutative non-convex polynomials to noncommutative convex polynomials. This introduces notions of noncommutative complex Hessians and plurisubharmonicity, classical notions from several complex variables. In addition, we present a theory of noncommutative integration and we prove a "local implies global" result in that we show noncommutative plurisubharmonicity on a noncommutative open set implies noncommutative plurisubharmonicity everywhere.

Semidefinite Optimization and Convex Algebraic Geometry

Semidefinite Optimization and Convex Algebraic Geometry
Author: Grigoriy Blekherman
Publisher: SIAM
Total Pages: 487
Release: 2013-03-21
Genre: Mathematics
ISBN: 1611972280

An accessible introduction to convex algebraic geometry and semidefinite optimization. For graduate students and researchers in mathematics and computer science.

Solving Systems of Polynomial Equations

Solving Systems of Polynomial Equations
Author: Bernd Sturmfels
Publisher: American Mathematical Soc.
Total Pages: 162
Release: 2002
Genre: Mathematics
ISBN: 0821832514

Bridging a number of mathematical disciplines, and exposing many facets of systems of polynomial equations, Bernd Sturmfels's study covers a wide spectrum of mathematical techniques and algorithms, both symbolic and numerical.

The $q,t$-Catalan Numbers and the Space of Diagonal Harmonics

The $q,t$-Catalan Numbers and the Space of Diagonal Harmonics
Author: James Haglund
Publisher: American Mathematical Soc.
Total Pages: 178
Release: 2008
Genre: Mathematics
ISBN: 0821844113

This work contains detailed descriptions of developments in the combinatorics of the space of diagonal harmonics, a topic at the forefront of current research in algebraic combinatorics. These developments have led in turn to some surprising discoveries in the combinatorics of Macdonald polynomials.