DOI: 10.5802/ojmo.53 ISSN: 2777-5860
Solving Stengle’s Example in Rational Arithmetic: Exact Values of the Moment-SOS Relaxations
Didier Henrion
We revisit Stengle’s classical univariate polynomial optimization example
min
1
-
x
2
s.t.
(
1
-
x
2
)
3
≥
0
whose constraint description is degenerate at the minimizers. We prove that the moment-SOS hierarchy of relaxation order
r
≥
3
has the exact value
-
1
/
(
r
(
r
-
2
)
)
. For this we construct in rational arithmetic a dual polynomial sum-of-squares (SOS) certificate and a primal moment sequence representing a finitely atomic measure. The key ingredients are elementary trigonometric properties of Chebyshev and Gegenbauer polynomials, and a Christoffel–Darboux kernel argument.