Algebraic degree of optimization over a variety with an application to $p$-norm distance degree
We study an optimization problem with the feasible set being a real algebraic variety $X$ and whose parametric objective function $f_u$ is gradient-solvable with respect to the parametric data $u$. This class of problems includes Euclidean distance optimization as well as maximum likelihood optimiza...
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Zusammenfassung: | We study an optimization problem with the feasible set being a real algebraic
variety $X$ and whose parametric objective function $f_u$ is gradient-solvable
with respect to the parametric data $u$. This class of problems includes
Euclidean distance optimization as well as maximum likelihood optimization. For
these particular optimization problems, a prominent role is played by the ED
and ML correspondence, respectively. To our generalized optimization problem we
attach an optimization correspondence and show that it is equidimensional. This
leads to the notion of algebraic degree of optimization on $X$. We apply these
results to $p$-norm optimization, and define the $p$-norm distance degree of
$X$, which coincides with the ED degree of $X$ for $p=2$. Finally, we derive a
formula for the $p$-norm distance degree of $X$ as a weighted sum of the polar
classes of $X$ under suitable transversality conditions. |
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DOI: | 10.48550/arxiv.2105.07785 |