Spurious local minima in nonconvex sum-of-squares optimization

Abstract

We study spurious second-order stationary points and local minima in a nonconvex low-rank formulation of sum-of-squares optimization on a real variety $X$. We reformulate the problem of finding a spurious local minimum in terms of syzygies of the underlying linear series, and also bring in topological tools to study this problem. When the variety $X$ is of minimal degree, there exist spurious second-order stationary points if and only if both the dimension and the codimension of the variety are greater than one, answering a question by Legat, Yuan, and Parrilo. Moreover, for surfaces of minimal degree, we provide sufficient conditions to exclude points from being spurious local minima. In particular, all second-order stationary points associated with infinite Gram matrices on the Veronese surface, corresponding to ternary quartics, lie on the boundary and can be written as a binary quartic, up to a linear change of coordinates, complementing work by Scheiderer on decompositions of ternary quartics as a sum of three squares. For general varieties of higher degree, we give examples and characterizations of spurious second-order stationary points in the interior, together with a restricted path algorithm that avoids such points with controlled step sizes, and numerical experiment results illustrating the empirical successes on plane cubic curves and Veronese varieties.

Figures (4)

• Figure 1: A Lawrence Prism of Heights $(1,2,2)$
• Figure 2: Polygons corresponding to the Veronese surface and its projections
• Figure 3: Median Computational Times for Surface Scrolls (Axes in Log-scale)
• Figure 4: Median Computational Times for Forms on a Plane Cubic Curve (Axes in Log-scale)

Theorems & Definitions (41)

• Theorem 1.1
• Theorem 1.2
• Theorem 1.3
• Theorem 1.4
• Theorem 1.5
• Lemma 2.1
• proof
• Lemma 2.2
• proof
• Lemma 2.3