Sum of Squares Programs and Polynomial Inequalities

Pablo A. Parrilo
Laboratory for Information and Decision Systems
Massachusetts Institute of Technology
Cambridge, MA 02139­4307, USA
[email protected]

Submitted to SIAG/OPT News and Views

1 Introduction Sum of squares decompositions can be com­

puted using semidefinite programming.
Consider a given system of polynomial equations and
inequalities, for instance: The search for infeasibility certificates is a
convex problem. For bounded degree, it is
f1 (x1 , x2 ) := x21 + x22 − 1 = 0, an SDP.
g1 (x1 , x2 ) := 3 x2 − x31 − 2 ≥ 0, (1)
In the rest of this note, we define the basic ideas
g2 (x1 , x2 ) := x1 − 8 x32 ≥ 0.
needed to make the assertions above precise, and ex­
plain the relationship with earlier techniques. For
How can one find real solutions (x1 , x2 )? How to
this, we will introduce sum of squares polynomials
prove that they do not exist? And if the solution set
and the notion of sum of squares programs. We then
is nonempty, how to optimize a polynomial function
explain how to use them to provide infeasibility cer­
over this set?
tificates for systems of polynomial inequalities, finally
Until a few years ago, the default answer to these
putting it all together via the surprising connections
and similar questions would have been that the possi­
with optimization.
ble nonconvexity of the feasible set and/or objective
On a related but different note, we mention a grow­
function precludes any kind of analytic global results.
ing body of work also aimed at the integration of ideas
Even today, the methods of choice for most prac­
from algebra and optimization, but centered instead
titioners would probably employ mostly local tech­
on integer programming and toric ideals; see for in­
niques (Newton’s and its variations), possibly com­
stance [7, 42, 3] and the volume [1] as starting points.
plemented by a systematic search using deterministic
or stochastic exploration of the solution space, inter­
val analysis or branch and bound.
However, very recently there have been renewed
2 Sums of squares and SOS
hopes for the efficient solution of specific instances of programs
this kind of problems. The main reason is the appear­
ance of methods that combine in a very interesting Our notation is mostly standard. The monomial xα
fashion ideas from real algebraic geometry and convex associated to the n­tuple α = (α1 , . . . , αn ) has the
optimization [27, 30, 21]. As we will see, these meth­ form xα 1 αn
1 . . . xn , where αi ∈ N0 . The � degree of a
α n
ods are based on the intimate links between sum of monomial x is the nonnegative integer i=1 αi . A
squares decompositions for multivariate polynomials polynomial is a finite linear combination of monomi­
als α∈S cα xα , where the coefficients cα are real. If
�
and semidefinite programming (SDP).
In this note we outline the essential elements of all the monomials have the same degree d, we will call
this new research approach as introduced in [30, 32], the polynomial homogeneous of degree d. We denote
and provide pointers to the literature. The center­ the ring of multivariate polynomials with real coeffi­
pieces will be the following two facts about multi­ cients in the indeterminates {x1 , . . . , xn } as R[x].
variate polynomials and systems of polynomials in­ A multivariate polynomial is a sum of squares
equalities: (SOS) if it can be written as a sum of squares of

1
other polynomials, i.e., astonishing variety of applications. By now there are
� several excellent introductions to SDP; among them
p(x) = qi2 (x), qi (x) ∈ R[x]. we mention the well­known work of Vandenberghe
i and Boyd [44] as a wonderful survey of the basic the­
If p(x) is SOS then clearly p(x) ≥ 0 for all x. In ory and initial applications, and the handbook [45]
general, SOS decompositions are not unique. for a comprehensive treatment of the many aspects
of the subject. Other survey works, covering differ­
Example 1 The polynomial p(x1 , x2 ) = x21 − x1 x22 + ent complementary aspects are the early work by Al­
x42 + 1 is SOS. Among infinite others, it has the de­ izadeh [2], Goemans [15], as well as the more recent
compositions: ones due to Todd [43], De Klerk [9] and Laurent and
3 1 Rendl [25].
p(x1 , x2 ) = (x1 − x22 )2 + (x1 + x22 )2 + 1
4 4
1 2 2 2 2 From SDP to SOS The main object of interest in
= (3 − x2 ) + x2 + semidefinite programming is
9 3
1 23 Quadratic forms, that are positive semi­
+ (9x1 − 16x22 )2 + x21 .
288 32 definite.
When attempting to generalize this construction to
The sum of squares condition is a quite natural suf­ homogeneous polynomials of higher degree, an un­
ficient test for polynomial nonnegativity. Its rich surmountable difficulty that appears is the fact that
mathematical structure has been analyzed in detail in deciding nonnegativity for quartic or higher degree
the past, notably by Reznick and his coauthors [6, 38], forms is an NP­hard problem. Therefore, a computa­
but until very recently the computational implica­ tional tractable replacement for this is the following:
tions have not been fully explored. In the last few
years there have been some very interesting new de­ Even degree polynomials, that are sums
velopments surrounding sums of squares, where sev­ of squares.
eral independent approaches have produced a wide Sum of squares programs can then be defined as op­
array of results linking foundational questions in al­ timization problems over affine families of polynomi­
gebra with computational possibilities arising from als, subject to SOS contraints. Like SDPs, there are
convex optimization. Most of them employ semidef­ several possible equivalent descriptions. We choose
inite programming (SDP) as the essential computa­ below a free variables formulation, to highlight the
tional tool. For completeness, we present in the next analogy with the standard SDP dual form discussed
paragraph a brief summary of SDP. above.

Semidefinite programming SDP is a broad gen­ Definition 1 A sum of squares program has the
eralization of linear programming (LP), to the case form
of symmetric matrices. Denoting by S n the space of maxy b 1 y 1 + · · · + bm y m
n × n symmetric matrices, the standard SDP primal­ s.t. Pi (x, y) are SOS, i = 1, . . . , p
dual formulation is:
� where Pi (x, y) := Ci (x) + Ai1 (x)y1 + · · · + Aim (x)ym ,
Ai • X = bi , i = 1, . . . , m
minX C • X s.t. and the Ci , Aij are given polynomials in the variables
X�0
xi .

�m SOS programs are very useful, since they directly op­

maxy bT y, s.t. i=1 Ai yi � C erate with polynomials as their basic objects, thus
(2) providing a quite natural modelling formulation for
where Ai , C, X ∈ S n and b, y ∈ Rm . The matrix many problems. Among others, examples for this are
inequalities are to be interpreted in the partial or­ the search for Lyapunov functions for nonlinear sys­
der induced by the positive semidefinite cone, i.e., tems [30, 28], probability inequalities [4], as well as
X � Y means that X − Y is a positive semidefinite the relaxations in [30, 21] discussed below.
matrix. Since its appearance almost a decade ago Interestingly enough, despite their apparently
(related ideas, such as eigenvalue optimization, have greater generality, sum of squares programs are in
been around for decades) there has been a true “rev­ fact equivalent to SDPs. On the one hand, by choos­
olution” in computational methods, supported by an ing the polynomials Ci (x), Aij (x) to be quadratic

2
forms, we recover standard SDP. On the other hand, SOS and convexity The connection between sum
as we will see in the next section, it is possible to of squares decompositions and convexity can be
exactly embed every SOS program into a larger SDP. traced back to the work of N. Z. Shor [39]. In this
Nevertheless, the rich algebraic structure of SOS pro­ 1987 paper, he essentially outlined the links between
grams will allow us a much deeper understanding of Hilbert’s 17th problem and a class of convex bounds
their special properties, as well as enable customized, for unconstrained polynomial optimization problems.
more efficient algorithms for their solution [26]. Unfortunately, the approach went mostly unnoticed
Furthermore, as illustrated in later sections, there for several years, probably due to the lack of the con­
are numerous questions related to some foundational venient framework of SDP.
issues in nonconvex optimization that have simple
and natural formulations as SOS programs.
3 Algebra and optimization
SOS programs as SDPs Sum of squares pro­
A central theme throughout convex optimization is
grams can be written as SDPs. The reason is the
the idea of infeasibility certificates (for instance, in
following theorem:
LP via Farkas’ lemma), or equivalently, theorems of
Theorem 1 A polynomial p(x) is SOS if and only the alternative. As we will see, the key link relating
if p(x) = z T Qz, where z is a vector of monomials in algebra and optimization in this approach is the fact
the xi variables, Q ∈ S N and Q � 0. that infeasibility can always be certified by a partic­
ular algebraic identity, whose solution is found via
In other words, every SOS polynomial can be written
convex optimization.
as a quadratic form in a set of monomials of cardinal­
We explain some of the concrete results in The­
ity N , with the corresponding matrix being positive
orem 5, after a brief introduction to two algebraic
semidefinite. The vector of monomials z (and there­
concepts, and a comparison with three well­known
fore N ) in general depends on the degree and sparsity
infeasibility certificates.
pattern of p(x). If p(x) has n variables and total de­
gree 2d, then z can always be chosen as a subset of
the set of monomials �of degree less than or equal to Ideals and cones For later reference, we define
n+d
d, of cardinality N = d .
� here two important algebraic objects: the ideal and
the cone associated with a set of polynomials:
Example 2 Consider again the polynomial from Ex­
ample 1. It has the representation Definition 2 Given a set of multivariate polynomi­
⎡ ⎤T ⎡ ⎤⎡ ⎤ als {f1 , . . . , fm }, let
1 6 0 −2 0 1
m
1 ⎢ x2 ⎥ ⎥ ⎢ 0 4
⎢ 0 0 ⎥
⎥ ⎢ x22 ⎥ , ideal(f1 , . . . , fm ) := {f | f =
⎢ ⎥ �
p(x1 , x2 ) = ⎢ 2 ti fi , ti ∈ R[x]}.
6 ⎣ x2 ⎦ ⎣ −2 0 6 −3 ⎦ ⎣ x2 ⎦
i=1
x1 0 0 −3 6 x1
Definition 3 Given a set of multivariate polynomi­
and the matrix in the expression above is positive
als {g1 , . . . , gm }, let
semidefinite.
�
In the representation f (x) = z T Qz, for the right­ cone(g1 , . . . , gm ) := {g | g = s0 + si gi +
and left­hand sides to be identical, all the coefficients {i}
of the corresponding polynomials should be equal.
� �
+ sij gi gj + sijk gi gj gk + · · · },
Since Q is simultaneously constrained by linear equa­ {i,j} {i,j,k}
tions and a positive semidefiniteness condition, the
problem can be easily seen to be directly equivalent where each term in the sum is a squarefree product of
to an SDP feasibility problem in the standard primal the polynomials gi , with a coefficient sα ∈ R[x] that is
form (2). a sums of squares. The sum is finite, with a total of
Given a SOS program, we can use the theorem 2m − 1 terms, corresponding to the nonempty subsets
above to construct an equivalent SDP. The conversion of {g1 , . . . , gm }.
step is fully algorithmic, and has been implemented,
for instance, in the SOSTOOLS [36] software pack­ These algebraic objects will be used for deriving valid
age. Therefore, we can in principle directly apply inequalities, which are logical consequences of the
all the available numerical methods for SDP to solve given constraints. Notice that by construction, every
SOS programs. polynomial in ideal(fi ) vanishes in the solution set

3
of fi (x) = 0. Similarly, every element of cone(gi ) is Theorem 4 (Farkas lemma)
clearly nonnegative on the feasible set of gi (x) ≥ 0. �
The notions of ideal and cone as used above are Ax + b = 0
is infeasible
standard in real algebraic geometry; see for instance Cx + d ≥ 0
[5]. In particular, the cones are also referred to as a �
preorders. Notice that as geometric objects, ideals are � T
A µ + CT λ = 0
affine sets, and cones are closed under convex com­ ∃ λ ≥ 0, µ s.t.
bT µ + dT λ = −1.
binations and nonnegative scalings (i.e., they are ac­
tually cones in the convex geometry sense). These
convexity properties, coupled with the relationships Although not widely known in the optimization com­
between SDP and SOS, will be key for our develop­ munity until recently, it turns out that similar cer­
ments in the next section. tificates do exist for arbitrary systems of polynomial
equations and inequalities over the reals. The result
Infeasibility certificates If a system of equations essentially appears in this form in [5], and is due to
does not have solutions, how do we prove this fact? Stengle [40].
A very useful concept is that of certificates, which
are formal algebraic identities that provide irrefutable Theorem 5 (Positivstellensatz)
evidence of the inexistence of solutions. �
We briefly illustrate some well­known examples be­ fi (x) = 0, (i = 1, . . . , m)
is infeasible in Rn
low. The first two deal with linear systems and poly­ gi (x) ≥ 0, (i = 1, . . . , p)
nomial equations over the complex numbers, respec­ �
tively. ⎧
⎨ F (x) + G(x) = −1
Theorem 2 (Range/kernel) ∃ F (x), G(x) ∈ R[x] s.t. F (x) ∈ ideal(f1 , . . . , fm )
G(x) ∈ cone(g1 , . . . , gp ).
⎩
Ax = b is infeasible
�
∃ µ s.t. A µ = 0, bT µ = −1.
T The theorem states that for every infeasible system
of polynomial equations and inequalities, there ex­
ists a simple algebraic identity that directly certifies
Theorem 3 (Hilbert’s Nullstellensatz) Let the inexistence of real solutions. By construction,
fi (z), . . . , fm (z) be polynomials in complex variables the evaluation of the polynomial F (x) + G(x) at any
z1 , . . . , zn . Then, feasible point should produce a nonnegative number.
However, since this expression is identically equal to
fi (z) = 0 (i = 1, . . . , m) is infeasible in Cn the polynomial −1, we arrive at a contradiction. Re­
� markably, the Positivstellensatz holds under no as­
sumptions whatsoever on the polynomials.
−1 ∈ ideal(f1 , . . . , fm ).
The use of the German word “Positivstellensatz”
is standard in the field, and parallels the classical
“Nullstellensatz” (roughly, “theorem of the zeros”)
Each of these theorems has an “easy” direction. For
obtained by Hilbert in 1901 and mentioned above.
instance, for the first case, given the multipliers µ the
In the worst case, the degree of the infeasibility
infeasibility is obvious, since
certificates F (x), G(x) could be high (of course, this
Ax = b ⇒ µT Ax = µT b ⇒ 0 = −1, is to be expected, due to the NP­hardness of the
original question). In fact, there are a few explicit
which is clearly a contradiction. counterexamples where large degree refutations are
The two theorems above deal only with the case of necessary [16]. Nevertheless, for many problems of
equations. The inclusion of inequalities in the prob­ practical interest, it is often the case that it is pos­
lem formulation poses additional algebraic challenges, sible to prove infeasibility using relatively low­degree
because we need to work on an ordered field. In other certificates. There is significant numerical evidence
words, we need to take into account special properties that this is the case, as indicated by the large num­
of the reals, and not just the complex numbers. ber of practical applications where SDP relaxations
For the case of linear inequalities, LP duality pro­ based on these techniques have provided solutions of
vides the following characterization: very high quality.

4
 Degree \ Field Complex Real
Linear Range/Kernel Farkas Lemma
Linear Algebra Linear Programming
Polynomial Nullstellensatz Positivstellensatz
Bounded degree: Linear Algebra Bounded degree: SDP
Groebner bases

Table 1: Infeasibility certificates and associated computational techniques.

Of course, we are concerned with the effective com­ For instance, for D = 4 we find the certificate
putation of these certificates. For the cases of Theo­
t1 = −3x21 + x1 − 3x22 + 6x2 − 2,
rems 2–4, the corresponding refutations can be ob­
tained using either linear algebra, linear program­ s1 = 3, s2 = 1, s12 = 0,
ming, or Groebner bases techniques (see [8] for a su­
perb introduction to Groebner bases). s0 = 3x41 + 2x13 + 6x21 x22 − 6x21 x2 − x21 − x1 x22 +
+3x42 + 2x23 − x22 − 3x2 + 3
For the Positivstellensatz, we notice that the cones ⎡ ⎤
6 −3 −3 0 0 −3
and ideals as defined above are always convex sets in ⎢ −3 4 2 0 1 1 ⎥
the space of polynomials. A key consequence is that 1 T⎢⎢ −3 2 6 −2 0 −3 ⎥
⎥
the conditions in Theorem 5 for a certificate to ex­ = z ⎢ ⎥z,
2 ⎢ 0 0 −2 4 −7 2 ⎥
ist are therefore convex, regardless of any convexity ⎣ 0 1 0 −7 18 0 ⎦
property of the original problem. Even more, the −3 1 −3 2 0 6
same property holds if we consider only bounded­
where
degree sections, i.e., the intersection with the set of �T
z = 1 x2 x22 x1 x1 x2 x21
�
polynomials of degree less than or equal to a given .
number D. In this case, the conditions in the P­
The resulting identity (3) thus certifies the inconsis­
satz have exactly the form of a SOS program! Of
tency of the system {f1 = 0, g1 ≥ 0, g2 ≥ 0}.
course, as discussed earlier, this implies that we can
find bounded­degree certificates, by solving semidefi­ As outlined in the preceding paragraphs, there is a
nite programs. In Table 1 we present a summary of direct connection going from general polynomial op­
the infeasibility certificates discussed, and the associ­ timization problems to SDP, via P­satz infeasibility
ated computational techniques. certificates. Pictorially, we have the following:
Polynomial systems
⇓
P­satz certificates
⇓
SOS programs
Example 3 Consider again the system (1). We will ⇓
show that it has no solutions (x1 , x2 ) ∈ R2 . By the P­ SDP
satz, the system is infeasible if and only if there exist
polynomials t1 , s0 , s1 , s2 , s12 ∈ R[x1 , x2 ] that satisfy Even though we have discussed only feasibility prob­
lems, there are obvious straightforward connections
with optimization. By considering the emptiness of
the sublevel sets of the objective function, sequences
f1 · t1 + s0 + s1 · g1 + s2 · g2 + s12 · g1 · g2 ≡ −1, of converging bounds indexed by certificate degree
� �� � � �� �
ideal(f1 ) cone(g1 ,g2 ) can be directly constructed.
(3)
where s0 , s1 , s2 and s12 are SOS.
4 Further developments and
A SOS relaxation is obtained by looking for solu­ applications
tions where all the terms in the left­hand side have
degree less than or equal to D. For each fixed integer We have covered only the core elements of the
D > 0 this can be tested by semidefinite programming. SOS/SDP approach. Much more is known, and even

5
more still remains to be discovered, both in the theo­ here is to provide the reader with some good starting
retical and computational ends. Some specific issues points to this growing literature.
are discussed below. In systems and control theory, the techniques have
provided some of the best available analysis and de­
Exploiting structure and numerical computa­ sign methods, in areas such as nonlinear stability and
tion To what extent can the inherent structure in robustness analysis [30, 28, 35], state feedback control
SOS programs be exploited for efficient computa­ [19], fixed­order controllers [18], nonlinear synthesis
tions? Given the algebraic origins of the formulation, [37], and model validation [34]. Also, there have been
it is perhaps not surprising to find that several intrin­ interesting recent applications in geometric theorem
sic properties of the input polynomials can be prof­ proving [33] and quantum information theory [12, 13].
itably used [29]. In this direction, symmetry reduc­
tion techniques have been employed by Gatermann Acknowledgments: The author would like to thank
and Parrilo in [14] to provide novel representations Etienne de Klerk and Luis Vicente for their helpful
for symmetric polynomials. Kojima, Kim and Waki comments and suggestions.
[20] have recently presented some results for sparse
polynomials. Parrilo [31] and Laurent [23] have ana­ References
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