On the convergence of critical points on real algebraic sets and applications to optimization

Abstract: Let $F \in \R[X_1,\ldots,X_n]$ and the zero set $V=\zero(\mathcal{P},\R^n)$, where $\mathcal{P}:={P_1,\ldots,P_s} \subset \R[X_1,\ldots,X_n]$ is a finite set of polynomials. We investigate existence of critical points of $F$ on an infinitesimal perturbation $V_{\xi} = \zero({P_1-\xi_1.\ldots,P_s-\xi_s},\R^n)$. Our motivation is to understand the limiting behavior of central paths in polynomial optimization, which is an important problem in the theory of interior point methods for polynomial optimization. We establish different sets of conditions that ensure existence, finiteness, boundedness, and non-degeneracy of critical points of $F$ on $V_{\xi}$, respectively. These lead to new conditions for the existence, convergence, and smoothness of central paths of polynomial optimization and its extension to non-linear optimization problems involving definable sets and functions in an o-minimal structure. In particular, for nonlinear programs defined by real globally analytic functions, our extension provides a stronger form of the convergence result obtained by Drummond and Peterzil.