SOS Methods for Semi-algebraic Games and Optimization

Abstract

Semialgebraic computations, i.e., the manipulation of sets and logical conditions defined by polynomial inequalities in real variables, are an essential ”primitive” in the analysis and design of hybrid dynamical systems. Fundamental tasks such as reachability analysis, abstraction verification, and the computation of stability and performance certificates, all use these operations extensively, and can quickly become the computational bottleneck in the design process. Although there is a well-developed body of both basic theory and algorithms for these tasks, the practical performance of most available methods is still far from being satisfactory on real-world problems. While there are several possible causes for this (besides the NP-hardness of the task), a sensible explanation lies in the purely algebraic nature of the usual methods, as well as the insistence on exact (as opposed to approximate or ”relaxed”) solutions. For these reasons, there is a strong interest in the development of efficient techniques for (perhaps restricted) classes of semialgebraic problems. In this talk we review the basic elements and present several new results on the SOS approach to semialgebraic computations, that combines symbolic and numerical techniques from real algebra and convex optimization. Its main defining feature is the use and computation of sum of squares (SOS) decompositions for multivariate polynomials via semidefinite programming. These are extended, using the Positivstellensatz, to structured infeasibility certificates for polynomial equations and inequalities. The developed techniques unify and generalize many well-known existing methods.

In particular, we will discuss semialgebraic problems with at most two quantifier alternations (i.e., classical polynomial optimization problems as well as the related games and minimax problems). As an example, we will solve in detail a class of zero-sum two-person games with an infinite number of pure strategies, where the payoff function is a polynomial expression of the actions of the players.

Although particular emphasis will be given to the hybrid systems viewpoint, the basic ideas and algorithms, as well as these recent extensions, will be illustrated with examples drawn from a broad range of related domains, including dynamical systems and geometric theorem proving.