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A Positivestellensatz for Conditional SAGE

Abstract

Recently, conditional SAGE certificate has been proposed as a certificate of signomial positivity over a constrained set. In this article, we show that the conditional SAGE certificate is \textit{complete}. That is, for any signomial f(x)=j=1cjexp(Ajx)f(\mathbf{x}) = \sum_{j=1}^{\ell}c_j \exp(\mathbf{A}_j\mathbf{x}) defined by rational exponents that is positive over a compact convex set X\mathcal{X}, there is rZ+r \in \mathbb{Z}_+ and a positive definite function w(x)w(\mathbf{x}) such that w(x)rf(x)w(\mathbf{x})^r f(\mathbf{x}) is a conditional SAGE signomial with respect to the set X\mathcal{X}. The completeness result is analogous to Positivestellensatz from algebraic geometry, which guarantees representation of positive polynomials with sum of squares polynomials. The result gives rise to a convergent hierarchy of lower bounds for constrained signomial optimization over \textit{arbitrary} compact convex set that is computable via the conditional SAGE certificate.

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