TY - JOUR
T1 - On the complexity of detecting convexity over a box
AU - Ahmadi, Amir Ali
AU - Hall, Georgina
N1 - Publisher Copyright:
© 2019, Springer-Verlag GmbH Germany, part of Springer Nature and Mathematical Optimization Society.
PY - 2020/7/1
Y1 - 2020/7/1
N2 - It has recently been shown that the problem of testing global convexity of polynomials of degree four is strongly NP-hard, answering an open question of N.Z. Shor. This result is minimal in the degree of the polynomial when global convexity is of concern. In a number of applications however, one is interested in testing convexity only over a compact region, most commonly a box (i.e., a hyper-rectangle). In this paper, we show that this problem is also strongly NP-hard, in fact for polynomials of degree as low as three. This result is minimal in the degree of the polynomial and in some sense justifies why convexity detection in nonlinear optimization solvers is limited to quadratic functions or functions with special structure. As a byproduct, our proof shows that the problem of testing whether all matrices in an interval family are positive semidefinite is strongly NP-hard. This problem, which was previously shown to be (weakly) NP-hard by Nemirovski, is of independent interest in the theory of robust control.
AB - It has recently been shown that the problem of testing global convexity of polynomials of degree four is strongly NP-hard, answering an open question of N.Z. Shor. This result is minimal in the degree of the polynomial when global convexity is of concern. In a number of applications however, one is interested in testing convexity only over a compact region, most commonly a box (i.e., a hyper-rectangle). In this paper, we show that this problem is also strongly NP-hard, in fact for polynomials of degree as low as three. This result is minimal in the degree of the polynomial and in some sense justifies why convexity detection in nonlinear optimization solvers is limited to quadratic functions or functions with special structure. As a byproduct, our proof shows that the problem of testing whether all matrices in an interval family are positive semidefinite is strongly NP-hard. This problem, which was previously shown to be (weakly) NP-hard by Nemirovski, is of independent interest in the theory of robust control.
KW - Computational complexity
KW - Convex optimization
KW - Convexity detection
KW - Interval positive semidefiniteness
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U2 - 10.1007/s10107-019-01396-x
DO - 10.1007/s10107-019-01396-x
M3 - Article
AN - SCOPUS:85065290066
SN - 0025-5610
VL - 182
SP - 429
EP - 443
JO - Mathematical Programming
JF - Mathematical Programming
IS - 1-2
ER -