Solving Stengle's Example in Rational Arithmetic: Exact Values of the Moment-SOS Relaxations
Abstract
We revisit Stengle's classical univariate polynomial optimization example $min 1 - x^2 s.t. (1 - x^2)^3 \geq 0$ whose constraint description is degenerate at the minimizers. We prove that the moment-SOS hierarchy of relaxation order $r \geq 3$ 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 polynomial, and a Christoffel-Darboux kernel argument.