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Sum-of-Square Proof for Brascamp-Lieb Type Inequalities

Zhixian Lei, Yueqi Sheng
Abstract

Brascamp-Lieb inequalities [5] is an important mathematical tool in analysis, geometry and information theory. There are various ways to prove Brascamp-Lieb inequality such as heat flow method [4], Brownian motion [11] and subadditivity of the entropy [6]. While Brascamp-Lieb inequality is originally stated in Euclidean Space, [8] discussed Brascamp-Lieb inequality for discrete Abelian group and [3] discussed Brascamp-Lieb inequality for Markov semigroups.

Many mathematical inequalities can be formulated as algebraic inequalities which asserts some given polynomial is nonnegative. In 1927, Artin proved that any nonnegative polynomial can be represented as a sum of squares of rational functions [10], which can be further formulated as a polynomial certificate of the nonnegativity of the polynomial. This is a Sum-of-Square proof of the inequality. The Sum-of-Square proof can be captured by Sum-of-Square algorithm which is a powerful tool for optimization and computer aided proof. For more about Sum-of-Square algorithm, see [2].

In this paper, we give a Sum-of-Square proof for some special settings of Brascamp-Lieb inequality following [9] and [4] and discuss some applications of Brascamp-Lieb inequality on Abelian group and Euclidean Sphere. If the original description of the inequality has constant degree and dd is constant, the degree of the proof is also constant. Therefore, low degree sum of square algorithm can fully capture the power of low degree finite Brascamp-Lieb inequality.

1 Introduction

1.1 Brascamp-Lieb inequality

Many important inequalities including Holder’s inequality, Loomis-Whitney inequality, Young’s convolution inequality, hypercontractivity inequalities are special case of Brascamp-Lieb inequality introduced by [5]. The original form of Brascamp-Lieb inequality on Euclidean Space n\mathbb{R}^{n} is

xnj=1m(fj(Bjx))pjdxCj=1m(xjnjfj(xj)𝑑xj)pj\int_{x\in\mathbb{R}^{n}}\prod_{j=1}^{m}(f_{j}(B_{j}x))^{p_{j}}dx\leq C\prod_{j=1}^{m}\left(\int_{x_{j}\in\mathbb{R}^{n_{j}}}f_{j}(x_{j})dx_{j}\right)^{p_{j}} (1)

where

  1. 1.

    Bj:nnjB_{j}:\mathbb{R}^{n}\to\mathbb{R}^{n_{j}} are linear surjective maps

  2. 2.

    fj:njf_{j}:\mathbb{R}^{n_{j}}\to\mathbb{R} are nonnegative functions

  3. 3.

    pjp_{j} are nonnegative reals.

  4. 4.

    CC is positive and independent of fjf_{j}

Following theorem [4] gives the condition when (1) holds.

Proposition 1.

(1) holds if and only if

  1. 1.

    n=jpjnjn=\sum_{j}p_{j}n_{j}

  2. 2.

    dim(V)(V) jpj\leq\sum_{j}p_{j}dim(BjV)(B_{j}V) for all subspaces VV of n\mathbb{R}^{n}

The inequality is saturated when fjf_{j} are centered Gaussian functions and the optimal CC has the form:

C=[supj(detXj)pjdet(jpjBjTXjBj)]1/2C=\left[\sup\frac{\prod_{j}(\det X_{j})^{p_{j}}}{\det\left(\sum_{j}p_{j}B_{j}^{T}X_{j}B_{j}\right)}\right]^{1/2} (2)

where the supreme is taken over all positive semidefinite matrix XjX_{j} in dimension njn_{j}. Moreover, the value of optimal CC can be (1+ϵ)(1+\epsilon)-approximated in time poly(1ϵ)\textrm{poly}(\frac{1}{\epsilon})(see [garg2016algorithmic])

To formulate (1) in an algebraic form, we replace integration by taking finite summation.

xVj=1m(fj(Bjx))Cj=1m(xjBjVfj(xj)1/pj)pj\sum_{x\in V}\prod_{j=1}^{m}(f_{j}(B_{j}x))\leq C\prod_{j=1}^{m}\left(\sum_{x_{j}\in B_{j}V}f_{j}(x_{j})^{1/p_{j}}\right)^{p_{j}} (3)

Where VV is a finite space. (3) can also be simplified as

Vj=1m(fjBj)Cj=1mfj1/pj\sum_{V}\prod_{j=1}^{m}(f_{j}\circ B_{j})\leq C\prod_{j=1}^{m}\|f_{j}\|_{1/p_{j}} (4)

where fj1/pj=(xjBjVfj(xj)1/pj)pj\|f_{j}\|_{1/p_{j}}=(\sum_{x_{j}\in B_{j}V}f_{j}(x_{j})^{1/p_{j}})^{p_{j}}.

1.2 Sum-of-Square proof

A Sum-of-Square proof for polynomial P0P\geq 0 is to give the following certificate

S1PS2=0S_{1}P-S_{2}=0 (5)

where S1S_{1} and S2S_{2} are sum of square of polynomials. The degree of the proof is the degree of (5).

For the simplicity of exposition, we will give a Sum-of-Square proof in an iterative way with following deduction rules.

P10,P20\displaystyle P_{1}\geq 0,P_{2}\geq 0 \displaystyle\Longrightarrow P1+P20\displaystyle P_{1}+P_{2}\geq 0
P10,P20\displaystyle P_{1}\geq 0,P_{2}\geq 0 \displaystyle\Longrightarrow P1P20\displaystyle P_{1}P_{2}\geq 0
\displaystyle\Longrightarrow P120\displaystyle P_{1}^{2}\geq 0

where P1,P2P_{1},P_{2} are polynomials. To prove P0P\geq 0, in the end we should derive

SP0,S0SP\geq 0,S\geq 0

for some polynomial SS. The degree of the proof is also accumulated with deduction.

deg(P1+P2)\displaystyle\deg(P_{1}+P_{2}) =\displaystyle= max{deg(P1),deg(P2)}\displaystyle\max\{\deg(P_{1}),\deg(P_{2})\}
deg(P1P2)\displaystyle\deg(P_{1}P_{2}) =\displaystyle= deg(P1)+deg(P2)\displaystyle\deg(P_{1})+\deg(P_{2})
deg(P12)\displaystyle\deg(P_{1}^{2}) =\displaystyle= 2deg(P1)\displaystyle 2\deg(P_{1})

The degree of the proof is the largest degree which appears in the deduction.

In sum of square algorithm, Pseudo distribution is a dual certificate for Sum-of-Square proof. Pseudo distribution is not necessary a real distribution. Instead the only requirements for a degree d pseudo distribution is to have a corresponding pseudo expectation 𝔼~\tilde{\mathbb{E}} to satisfy

  1. 1.

    𝔼~1=1\tilde{\mathbb{E}}1=1

  2. 2.

    𝔼~P+𝔼~Q=𝔼~(P+Q)\tilde{\mathbb{E}}P+\tilde{\mathbb{E}}Q=\tilde{\mathbb{E}}(P+Q) for all polynomial PP and QQ of degree no more than dd

  3. 3.

    𝔼~P20\tilde{\mathbb{E}}P^{2}\geq 0 for all polynomial PP of degree no more than d/2d/2

If degree dd Sum-of-Square cannot prove P0P\geq 0, then there exists a degree dd pseudo distribution satisfies 𝔼~P<0\tilde{\mathbb{E}}P<0. In this way, degree dd pseudo distribution captures the power the degree dd Sum-of-Square proof. Pseudo distribution is a more general notion than Sum-of-Square proof. We can implicitly evaluate pseudo expectation 𝔼~f\tilde{\mathbb{E}}f for any function ff in any space without giving a polynomial form.

1.3 Our result

Consider VV as a finite subset of n\mathbb{Z}^{n} with a set of linear projections {Bj:nnj}\{B_{j}:\mathbb{Z}^{n}\to\mathbb{Z}^{n_{j}}\}. Let {fj:Vj}\{f_{j}:V_{j}\to\mathbb{R}\} be a set of non-negative functions and define Vj=Bj(V)V_{j}=B_{j}(V). Then we have

Theorem 1.

If all pjp_{j} satisfies pj0p_{j}\geq 0 and

dim(W)jpjdim(BjW) for all subspaces W of V\dim(W)\leq\sum_{j}p_{j}\dim(B_{j}W)\textrm{ for all subspaces }W\textrm{ of }V

Then

Vj=1m(fjBj)j=1mfj1/pj\sum_{V}\prod_{j=1}^{m}(f_{j}\circ B_{j})\leq\prod_{j=1}^{m}\|f_{j}\|_{1/p_{j}} (6)

can be proved by by degree O(nmmm/2+sj=1msj)O(n^{m}m^{m/2}+s\sum_{j=1}^{m}s_{j}) Sum-of-Square where sj,ss_{j},s are integers, sj/s=pjs_{j}/s=p_{j}, ss is the least common denominator of all pjp_{j}.

Note that the degree of (6) are sj=1msjs\sum_{j=1}^{m}s_{j}, if we take the degree of original expression of the inequality to be constant, m,s,sj=O(1)m,s,s_{j}=O(1), then the degree of the pseudo expectation is also a constant, and the degree of Sum-of-Square proof becomes poly(nO(1))(n^{O(1)}).

Remark 1.

In fact, consider space n\mathbb{Z}^{n} is quite general because we can reduce n\mathbb{Q}^{n} to n\mathbb{Z}^{n} by normalizing every points and projections to integral ones since the inequality only involves finite many points and projections. And in fact we can even generalize this discrete inequality on any set of points if we can embed these points on ZnZ^{n} with proper definition of linear projection.

We will see that for this finite discrete Brascamp-Lieb inequality, there are still many famous inequalities can be formulated in this way.

Example 1 (Holder’s inequality).

When n=1n=1 and m=2m=2, consider non-negative functions ff and gg with all projections to be identity we have

f(x)g(x)f1/pg1/q\sum f(x)g(x)\leq\lVert f\rVert_{1/p}\lVert g\rVert_{1/q}

when p+q=1p+q=1. When p=q=1/2p=q=1/2 this gives Cauchy-Schwarz ineqaulity

Example 2 (Loomis-Whitney inequality).

when m=nm=n, BjB_{j} are projections to the orthogonal complement to each coordinate and all pjp_{j} are 1/(n1)1/(n-1) the Brascamp-Lieb inequality gives exactly the Loomis-Whitney inequality. For instance, when n=3n=3 we have

x,y,zf(y,z)g(x,z)h(x,y)f2g2h2\sum_{x,y,z}f(y,z)g(x,z)h(x,y)\leq\lVert f\rVert_{2}\lVert g\rVert_{2}\lVert h\rVert_{2}

which has deep interpretations in geometry.

2 Sum-of-Square proof for Holder’s inequality

In this section, we give the Sum-of-Square proof of Holder’s inequality and analyze the degree of the proof for future use. First we give the proof for Cauchy-Schwarz inequality.

Lemma 1 (Cauchy-Schwarz inequality).
𝔼~fg(𝔼~f2)1/2(𝔼~g2)1/2\tilde{\mathbb{E}}fg\leq(\tilde{\mathbb{E}}f^{2})^{1/2}(\tilde{\mathbb{E}}g^{2})^{1/2}

is satisfied by degree 2(deg(f)+deg(g))2(\deg(f)+\deg(g)) pseudo distribution

Proof.

By (fg)20(f-g)^{2}\geq 0 we have

𝔼~fg12𝔼~f2+12𝔼~g2\tilde{\mathbb{E}}fg\leq\frac{1}{2}\tilde{\mathbb{E}}f^{2}+\frac{1}{2}\tilde{\mathbb{E}}g^{2}

Let f=f/(𝔼~f2)1/2f^{\prime}=f/(\tilde{\mathbb{E}}f^{2})^{1/2} and g=g/(𝔼~g2)1/2g^{\prime}=g/(\tilde{\mathbb{E}}g^{2})^{1/2} then

𝔼~fg=𝔼~fg(𝔼~f2)1/2(𝔼~g2)1/212𝔼~f2+12𝔼~g2=1\tilde{\mathbb{E}}f^{\prime}g^{\prime}=\frac{\tilde{\mathbb{E}}fg}{(\tilde{\mathbb{E}}f^{2})^{1/2}(\tilde{\mathbb{E}}g^{2})^{1/2}}\leq\frac{1}{2}\tilde{\mathbb{E}}f^{\prime 2}+\frac{1}{2}\tilde{\mathbb{E}}g^{\prime 2}=1

therefore

𝔼~fg(𝔼~f2)1/2(𝔼~g2)1/2\tilde{\mathbb{E}}fg\leq(\tilde{\mathbb{E}}f^{2})^{1/2}(\tilde{\mathbb{E}}g^{2})^{1/2}

By taking the pseudo distribution as uniform distribution, we also get the sum of square proof of Cauchy-Schwarz inequality

Corollary 1 (Cauchy-Schwarz inequality).
f(x)g(x)f2g2\sum f(x)g(x)\leq\|f\|_{2}\|g\|_{2}

has a degree 2(deg(f)+deg(g))2(\deg(f)+\deg(g)) Sum-of-Square proof

Using Cauchy-Schwarz inequality, we can further prove Holder’s inequality

Lemma 2 (Holder’s inequality).

when p+q=1p+q=1

𝔼~fg(𝔼~f1/p)p(𝔼~g1/q)q\tilde{\mathbb{E}}fg\leq(\tilde{\mathbb{E}}f^{1/p})^{p}(\tilde{\mathbb{E}}g^{1/q})^{q}

is satisfied by degree s(s1+s2)(deg(f)+deg(g))s(s_{1}+s_{2})(\deg(f)+\deg(g)) pseudo distribution where s,s1,s2s,s_{1},s_{2} are integers, p=s1/sp=s_{1}/s, q=s2/sq=s_{2}/s, ss is the least common denominator of pp and qq

Proof.

We can iteratively approximate the inequality using Cauchy-Schwarz inequality. Since p+q=1p+q=1, one of p,qp,q is no less than 1/21/2. Without loss of generality, assume q1/2q\geq 1/2. If q=1/2q=1/2, the inequality becomes Cauchy-Schwarz inequality. If q>1/2q>1/2, We have by Cauchy-Schwarz inequality

𝔼~fg=𝔼~fg11/2qg1/2q(𝔼~f2g21/q)1/2(𝔼~g1/q)1/2\tilde{\mathbb{E}}fg=\tilde{\mathbb{E}}fg^{1-1/2q}g^{1/2q}\leq(\tilde{\mathbb{E}}f^{2}g^{2-1/q})^{1/2}(\tilde{\mathbb{E}}g^{1/q})^{1/2}

It remains to prove (𝔼~f2g21/q)1/2(𝔼~f1/p)p(𝔼~g1/q)q1/2(\tilde{\mathbb{E}}f^{2}g^{2-1/q})^{1/2}\leq(\tilde{\mathbb{E}}f^{1/p})^{p}(\tilde{\mathbb{E}}g^{1/q})^{q-1/2}. Notice that the exponent p,q1/2p,q-1/2 on right hand side is decreased. In next iteration, we will subtract the max of pp and q1/2q-1/2 by 1/4. In this way, we can iteratively approximate Holder’s inequality. The degree is Sum-of-Square proof is determined by the fractional expression of pp and qq. If we assume the degree in the expression of original inequality to be constant, The degree of Sum-of-Square proof for Holder’s inequality is also constant. ∎

Example 3.
𝔼~fg(𝔼~f8/3)3/8(𝔼~g8/5)5/8\tilde{\mathbb{E}}fg\leq(\tilde{\mathbb{E}}f^{8/3})^{3/8}(\tilde{\mathbb{E}}g^{8/5})^{5/8}

is satisfied by constant degree pesudo distribution.

Proof.
𝔼~fg\displaystyle\tilde{\mathbb{E}}fg
\displaystyle\leq (𝔼~f2g2/5)1/2(𝔼~g8/5)1/2\displaystyle(\tilde{\mathbb{E}}f^{2}g^{2/5})^{1/2}(\tilde{\mathbb{E}}g^{8/5})^{1/2}
\displaystyle\leq (𝔼~f8/3)1/4(𝔼~f4/3g4/5)1/4(𝔼~g8/5)1/2\displaystyle(\tilde{\mathbb{E}}f^{8/3})^{1/4}(\tilde{\mathbb{E}}f^{4/3}g^{4/5})^{1/4}(\tilde{\mathbb{E}}g^{8/5})^{1/2}
\displaystyle\leq (𝔼~f8/3)1/4(𝔼~f8/3)1/8(𝔼~g8/5)1/8(𝔼~g8/5)1/2\displaystyle(\tilde{\mathbb{E}}f^{8/3})^{1/4}(\tilde{\mathbb{E}}f^{8/3})^{1/8}(\tilde{\mathbb{E}}g^{8/5})^{1/8}(\tilde{\mathbb{E}}g^{8/5})^{1/2}
=\displaystyle= (𝔼~f8/3)3/8(𝔼~g8/5)5/8\displaystyle(\tilde{\mathbb{E}}f^{8/3})^{3/8}(\tilde{\mathbb{E}}g^{8/5})^{5/8}

Also, by assuming pseudo distribution as uniform distribution, we have

Corollary 2 (Holder’s inequality).

when p+q=1p+q=1

fgf1/pg1/q\sum fg\leq\|f\|_{1/p}\|g\|_{1/q}

is satisfied by degree s(s1+s2)(deg(f)+deg(g))s(s_{1}+s_{2})(\deg(f)+\deg(g)) pseudo distribution where s,s1,s2s,s_{1},s_{2} are integers, p=s1/sp=s_{1}/s, q=s2/sq=s_{2}/s, ss is the least common denominator of pp and qq

From next section we will use Holder’s inequality to prove more general Brascamp-Lieb inequality without considering the degree increased by Holder’s inequality since the degree increasing is explicitly shown in the expression.

3 Reduce Brascamp-Lieb inequality to extreme points

Recall that for finite VnV\subseteq\mathbb{R}^{n} and projections Bj:VVjB_{j}:V\to V_{j}, we will give a Sum-of-Square proof of

Vj=1m(fjBj)j=1mfj1/pj\sum_{V}\prod_{j=1}^{m}(f_{j}\circ B_{j})\leq\prod_{j=1}^{m}\|f_{j}\|_{1/p_{j}} (7)

Let p=(p1,p2,,pm)p=(p_{1},p_{2},\ldots,p_{m}) Define P(V)P(V) as the feasible region of pp in (7)

P(V)={pfor all j,pj0,j=1mpj=1}P(V)=\{p\mid\textrm{for all }j,p_{j}\geq 0,\sum_{j=1}^{m}p_{j}=1\}

P(V)P(V) is a bounded polytope. For the feasible region of pp in (7), notice pjp_{j} is not upper bounded. But in fact, we can require pj1p_{j}\leq 1 for all jj. Define Q(V)Q(V) as the feasible region of pp in (7)

Q(V)={pp[0,1]m,dim(W)jpjdim(BjW) for all subspace W of V}Q(V)=\{p\mid p\in[0,1]^{m},\dim(W)\geq\sum_{j}p_{j}\dim(B_{j}W)\textrm{ for all subspace }W\textrm{ of }V\}

Next we prove the validity of requiring pj1p_{j}\leq 1

Lemma 3.

If (7) has Sum-of-Square proof for all pQ(V)p\in Q(V), then (7) has Sum-of-Square proof for all feasible pp.

Proof.

We want to prove (7) for feasible pp with some pj>1p_{j}>1, let pj=pjp^{\prime}_{j}=p_{j} when pj1p_{j}\leq 1 and pj=1p^{\prime}_{j}=1 when pj>1p_{j}>1, then pQ(V)p^{\prime}\in Q(V) so we have

Vj=1mfjBjj=1mfj1/pj\sum_{V}\prod_{j=1}^{m}f_{j}\circ B_{j}\leq\prod_{j=1}^{m}\|f_{j}\|_{1/p_{j}^{\prime}}

Further we can prove that fj1fj1/pj\|f_{j}\|_{1}\leq\|f_{j}\|_{1/p_{j}} for pj>1p_{j}>1. Let fj=fj/fj1f_{j}^{\prime}=f_{j}/\|f_{j}\|_{1} we have

fj1/pj=fjfj11/pj1=fj1\|f_{j}^{\prime}\|_{1/p_{j}}=\left\|\frac{f_{j}}{\|f_{j}\|_{1}}\right\|_{1/p_{j}}\geq 1=\|f_{j}^{\prime}\|_{1}

Combining above gives Sum-of-Square proof for pp

Vj=1mfjBjj=1mfj1/pj\sum_{V}\prod_{j=1}^{m}f_{j}\circ B_{j}\leq\prod_{j=1}^{m}\|f_{j}\|_{1/p_{j}}

Q(V)Q(V) is a also bounded polytope. Following lemma shows that we can prove (7) for pP(V)p\in P(V) and pQ(V)p\in Q(V) respectively if we can prove (7) for extreme points of P(V)P(V) and Q(V)Q(V).

Lemma 4.

Suppose (7) holds for p1,p2p_{1},p_{2}, then (7) holds for p=θp1+(1θ)p2p=\theta p_{1}+(1-\theta)p_{2} for all θ[0,1]\theta\in[0,1]

Proof.

Suppose we have (7) for p1p_{1} and p2p_{2}

j=1mfjBj\displaystyle\sum\prod_{j=1}^{m}f_{j}\circ B_{j} \displaystyle\leq j=1m(fj1/p1)p1\displaystyle\prod_{j=1}^{m}(\sum f_{j}^{1/p_{1}})^{p_{1}}
j=1mfjBj\displaystyle\sum\prod_{j=1}^{m}f_{j}\circ B_{j} \displaystyle\leq j=1m(fj1/p2)p2\displaystyle\prod_{j=1}^{m}(\sum f_{j}^{1/p_{2}})^{p_{2}}

Replace fjf_{j} by fjp1/pf_{j}^{p_{1}/p} and fj:=fjp2/pf_{j}:=f_{j}^{p_{2}/p} respectively we get

j=1mfjp1/pBj\displaystyle\sum\prod_{j=1}^{m}f_{j}^{p_{1}/p}\circ B_{j} \displaystyle\leq j=1m(fj1/p)p1\displaystyle\prod_{j=1}^{m}(\sum f_{j}^{1/p})^{p_{1}}
j=1mfjp2/pBj\displaystyle\sum\prod_{j=1}^{m}f_{j}^{p_{2}/p}\circ B_{j} \displaystyle\leq j=1m(fj1/p)p2\displaystyle\prod_{j=1}^{m}(\sum f_{j}^{1/p})^{p_{2}}

Multiply above inequality with exponents θ\theta and (1θ)(1-\theta)

(j=1mfjp1/pBj)θ(j=1mfjp2/pBj)1θj=1m(fj1/p)p\left(\sum\prod_{j=1}^{m}f_{j}^{p_{1}/p}\circ B_{j}\right)^{\theta}\left(\sum\prod_{j=1}^{m}f_{j}^{p_{2}/p}\circ B_{j}\right)^{1-\theta}\leq\prod_{j=1}^{m}(\sum f_{j}^{1/p})^{p}

By Holder’s inequality

j=1mfjBj(j=1mfjp1/pBj)θ(j=1mfjp2/pBj)1θ\sum\prod_{j=1}^{m}f_{j}\circ B_{j}\leq\left(\sum\prod_{j=1}^{m}f_{j}^{p_{1}/p}\circ B_{j}\right)^{\theta}\left(\sum\prod_{j=1}^{m}f_{j}^{p_{2}/p}\circ B_{j}\right)^{1-\theta}

Finally we have

j=1mfjBjj=1m(fj1/p)p\sum\prod_{j=1}^{m}f_{j}\circ B_{j}\leq\prod_{j=1}^{m}(\sum f_{j}^{1/p})^{p}

By replacing pseudo expectation with summation we also have

Corollary 3.

Suppose (7) holds for p1,p2p_{1},p_{2}, then (7) holds for p=θp1+(1θ)p2p=\theta p_{1}+(1-\theta)p_{2} for all θ[0,1]\theta\in[0,1]

Next section we give the proof of (7) on extreme points of P(V)P(V) and Q(V)Q(V) respectively.

4 Prove Brascamp-Lieb inequality on extreme points

First we prove (7) for extreme points of P(V)P(V). The extreme points pp in P(V)P(V) have following form: there is one jj such that pj=1p_{j}=1, and for all other jjj^{\prime}\neq j, pj=0p_{j^{\prime}}=0. In this case (7) becomes

j=1m(fjBj)fjjjm(maxfj)\sum\prod_{j=1}^{m}(f_{j}\circ B_{j})\leq\sum f_{j}\prod_{j^{\prime}\neq j}^{m}(\sum\max f_{j^{\prime}})

This holds trivially. So we complete the prove of (7). For the degree of the proof, notice that the highest degree appearing in the proof is in the last expression of the inequality. So the degree of the pseudo distribution is O(sjsj)O(s\sum_{j}s_{j}).

Then we give the Sum-of-Square proof of (7) on extreme points pQ(V)p\in Q(V) by induction on dimension dim(V)\dim(V). When dim(V)=0\dim(V)=0, both left hand side and right hand side become j=1mfj(0)\prod_{j=1}^{m}f_{j}(0), (7) holds trivially. When dim(V)>0\dim(V)>0, suppose (7) holds for any space with dimension less than dim(G)\dim(G). We will give a Sum-of-Square proof for (7) on VV.

Consider a nontrivial subspace WW of VV , we can decompose V=WV/WV=W\oplus V/W and decompose BjB_{j} into BjWB^{W}_{j} and BjV/WB^{V/W}_{j} accordingly

  1. 1.

    BjW:WVjB_{j}^{W}:W\to V_{j}, restriction of BjB_{j} to WW

  2. 2.

    BjV/W:V/WBjV/BjWB_{j}^{V/W}:V/W\to B_{j}V/B_{j}W, BjV/W(x+W)=Bj(x)+BjWB_{j}^{V/W}(x+W)=B_{j}(x)+B_{j}W

By BWB^{W} and BV/WB^{V/W}, we can define the feasible space Q(W)Q(W) and Q(V/W)Q(V/W) for WW and V/WV/W accordingly.

  1. 1.

    Q(W)={pp[0,1]m,dim(W)jpjdim(BjW) for all subspace W of W}Q(W)=\{p\mid p\in[0,1]^{m},\dim(W^{\prime})\geq\sum_{j}p_{j}\dim(B_{j}W^{\prime})\textrm{ for all subspace }W^{\prime}\textrm{ of }W\}

  2. 2.

    Q(V/W)={pp[0,1]m,dim(W)jpjdim(BjW) for all subspace W of V/W}Q(V/W)=\{p\mid p\in[0,1]^{m},\dim(W^{\prime})\geq\sum_{j}p_{j}\dim(B_{j}W^{\prime})\textrm{ for all subspace }W^{\prime}\textrm{ of }V/W\}

Following proposition [4] gives the condition for pp to be feasible in WW and V/WV/W.

Lemma 5.

Let WW be a subspace of VV, if dim(W)=jpjdim(BjW)\dim(W)=\sum_{j}p_{j}\dim(B_{j}W),

pQ(V)pQ(W)Q(V/W)p\in Q(V)\iff p\in Q(W)\cap Q(V/W)

We can also define functions fjWf^{W}_{j} and fjV/Wf^{V/W}_{j} on WW and V/WV/W as follows

  1. 1.

    fjW:BjWf^{W}_{j}:B_{j}W\to\mathbb{R}, restriction of fjf_{j} to BjWB_{j}W

  2. 2.

    fjV/W:BjV/BjWf^{V/W}_{j}:B_{j}V/B_{j}W\to\mathbb{R}, fV/W(x+BjW)=(yBjWf(x+y)1/pj)pjf^{V/W}(x+B_{j}W)=\left(\sum_{y\in B_{j}W}f(x+y)^{1/p_{j}}\right)^{p_{j}}

With these definitions, we can reduce (7) into lower dimension cases for some WW.

Lemma 6.

Suppose there exists nontrivial subspace WW such that dim(W)=jpjdim(BjW)\dim(W)=\sum_{j}p_{j}\dim(B_{j}W), by induction hypothesis, we can prove (7) for pp by Sum-of-Square.

Proof.

(7) can be written as

yV/WxWj=1mfj(Bjx+Bjy)j=1m(yBjV/BjWxBjWf(x+y)1/pj)pj\sum_{y\in V/W}\sum_{x\in W}\prod_{j=1}^{m}f_{j}(B_{j}x+B_{j}y)\leq\prod_{j=1}^{m}\left(\sum_{y\in B_{j}V/B_{j}W}\sum_{x\in B_{j}W}f(x+y)^{1/p_{j}}\right)^{p_{j}}

Let fj:BjWf_{j}^{\prime}:B_{j}W\to\mathbb{R} such that fj(Bjx)=fj(Bjx+Bjy)f_{j}^{\prime}(B_{j}x)=f_{j}(B_{j}x+B_{j}y) for fixed yy, apply the induction hypothesis on fjf_{j}^{\prime} in WW

xWj=1mfj(Bjx+Bjy)=xWj=1mfj(Bjx)j=1mfjW1/pj=j=1mfjV/W(Bjy)\sum_{x\in W}\prod_{j=1}^{m}f_{j}(B_{j}x+B_{j}y)=\sum_{x\in W}\prod_{j=1}^{m}f_{j}^{\prime}(B_{j}x)\leq\prod_{j=1}^{m}\|f^{\prime W}_{j}\|_{1/p_{j}}=\prod_{j=1}^{m}f^{V/W}_{j}(B_{j}y)

Apply induction hypothesis on fjV/Wf^{V/W}_{j} in V/WV/W

yV/Wj=1mfjV/W(Bjy)j=1mfjV/W1/pj\sum_{y\in V/W}\prod_{j=1}^{m}f^{V/W}_{j}(B_{j}y)\leq\prod_{j=1}^{m}\|f^{V/W}_{j}\|_{1/p_{j}}

Combining above gives

yV/WxWj=1mfj(Bjx+Bjy)yV/Wj=1mfjV/W(Bjy)j=1mfj1/pj\sum_{y\in V/W}\sum_{x\in W}\prod_{j=1}^{m}f_{j}(B_{j}x+B_{j}y)\leq\sum_{y\in V/W}\prod_{j=1}^{m}f^{V/W}_{j}(B_{j}y)\leq\prod_{j=1}^{m}\|f_{j}\|_{1/p_{j}}

Now we should consider the case when there is no nontrivial subspace WW satisfying dim(W)=jpjdim(BjW)\dim(W)=\sum_{j}p_{j}\dim(B_{j}W). Following proposition [9] characterizes this case.

Proposition 2.

If there is no nontrivial subspace WW satisfying dim(W)=jpjdim(BjW)\dim(W)=\sum_{j}p_{j}\dim(B_{j}W), then p{0,1}mp\in\{0,1\}^{m}

Next we give a Sum-of-Square proof for all feasible p{0,1}mp\in\{0,1\}^{m}

Lemma 7.

For all feasible p{0,1}mp\in\{0,1\}^{m}, we have a Sum-of-Square proof for (7).

Proof.

Since pp is feasible, apply condition pQ(V)p\in Q(V) on subspace pj=1ker(Bj)\bigcap_{p_{j}=1}\ker(B_{j})

dim(pj=1ker(Bj))=0\dim\left(\bigcap_{p_{j}=1}\ker(B_{j})\right)=0

Then there is no xyVx\neq y\in V such that Bjx=BjyB_{j}x=B_{j}y for all jj. If we only consider fjf_{j} such that pj=1p_{j}=1, all terms on the left hand side also appears on the right hand side at least once, so

xVpj=1fj(Bjx)pj=1fj1\sum_{x\in V}\prod_{p_{j}=1}f_{j}(B_{j}x)\leq\prod_{p_{j}=1}\|f_{j}\|_{1}

when pj=0p_{j}=0, fj1/pj=maxfj\|f_{j}\|_{1/p_{j}}=\max f_{j}

xVjfj(Bjx)=xVpj=1fj(Bjx)pk=0fj(Bkx)pj=1fj1pk=0fk=jfj1/pj\sum_{x\in V}\prod_{j}f_{j}(B_{j}x)=\sum_{x\in V}\prod_{p_{j}=1}f_{j}(B_{j}x)\prod_{p_{k}=0}f_{j}(B_{k}x)\leq\prod_{p_{j}=1}\|f_{j}\|_{1}\prod_{p_{k}=0}\|f_{k}\|_{\infty}=\prod_{j}\|f_{j}\|_{1/p_{j}}

We have given a Sum-of-Square Proof for (7), the degree of the proof is discussed by

Lemma 8.

The degree of the Sum-of-Square proof for (7) is O(nmmm/2+sj=1msj)O(n^{m}m^{m/2}+s\sum_{j=1}^{m}s_{j})

Proof.

To count the degree of the proof, we need to identify the polynomials with largest degree inside the proof. There are two cases for polynomials with largest degree.

  1. 1.

    The final inequality being proved has the largest degree

  2. 2.

    The inequality associated with extreme points has the largest degree

For the first case, the degree the final inequality is sj=1msjs\sum_{j=1}^{m}s_{j}. For the second case, the degree of those inequalities is related to the fractional representation of pp as the extreme points of Q(V)Q(V). Since Q(V)Q(V) is a polytope defined by linear constraints, the extreme points of Q(V)Q(V) are basic feasible solutions of these constraints. By Cramer’s rule, the size of the fractional representation of pp is bounded by det(A)\det(A) where AA is m×mm\times m coefficient matrix from the constraints. Since the each entry of AA is bounded by dimension nn, by Hadamard’s inequality [1], det(A)nmmm/2\det(A)\leq n^{m}m^{m/2}. So the degree of Sum-of-Square proof is poly(nmmm/2,sj=1msj)(n^{m}m^{m/2},s\sum_{j=1}^{m}s_{j}). ∎

So when the degree of the final inequality sj=1msj=O(1)s\sum_{j=1}^{m}s_{j}=O(1), the degree of the proof is poly(dO(1))poly(d^{O(1)}). This finish the proof of (7).

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