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Landau’s constant related to the classical zero free region of Riemann zeta function.

Hong Sheng Tan
[email protected]

Your Document Title

Hong Sheng Tan
[email protected]

Landau’s constant related to a zero free region of Riemann zeta function

Hong Sheng Tan
[email protected]

1 Introduction

The Riemann zeta function, denoted as ζ(s)\zeta(s) where s=σ+its=\sigma+it, is a fundamental object in analytic number theory, with significant applications in fields such as matrix theory and physics. It is initially defined for σ>1\sigma>1 by the series:

ζ(s)=n=11ns,\zeta(s)=\sum_{n=1}^{\infty}\frac{1}{n^{s}},

which converges absolutely in this region. However, for σ1\sigma\leq 1, the series diverges. To address this, ζ(s)\zeta(s) admits an analytic continuation to the entire complex plane, except for a simple pole at s=1s=1. The continuation is expressed as:

ζ(s)=πs2Γ(s2)(1s11s+1n=1eπn2x(xs/21+x(1s)/21)dx).\zeta(s)=\frac{\pi^{\frac{s}{2}}}{\Gamma\left(\frac{s}{2}\right)}\left(-\frac{1}{s}-\frac{1}{1-s}+\int_{1}^{\infty}\sum_{n=-1}^{\infty}e^{-\pi n^{2}x}\left(x^{s/2-1}+x^{(1-s)/2-1}\right)dx\right).

where Γ(s)\Gamma(s) is the Gamma function.

The zeros of the Riemann zeta function are critical in understanding the distribution of prime numbers. These zeros are classified into trivial zeros, occurring at the negative even integers s=2,4,6,s=-2,-4,-6,\ldots, and nontrivial zeros, which lie within the critical strip 0<σ<10<\sigma<1. The Riemann Hypothesis conjectures that all nontrivial zeros have a real part σ=12\displaystyle{}\sigma=\frac{1}{2}. For further proofs and theoretical background on the Riemann zeta function, one can refer to Apostol [Apo76].

To study the behavior of nontrivial zeros of the Riemann zeta function, the zero-free region of the Riemann zeta function was first established by de la Vallée Poussin [dlVP00] in 1899. The zero-free region is an area in the critical strip where the Riemann zeta function does not vanish. The classical zero-free region has the form:

σ>11Rlog|t|,\sigma>1-\frac{1}{R\log|t|},

where RR is a positive constant. In this region, ζ(s)0\zeta(s)\neq 0.

Establishing such regions is crucial, as it directly influences the understanding of the distribution of prime numbers. The prime number counting function

π(x)=px1,\pi(x)=\sum_{p\leq x}1,

counts the number of primes less than xx. Landau [vL08] proved that for any ρ>R\rho>R:

π(x)=2xdylogy+O(x(logx)1/2elogx/ρ).\pi(x)=\int_{2}^{x}\frac{dy}{\log y}+O\left(x(\log x)^{-1/2}e^{-\sqrt{\log x/\rho}}\right).

A smaller RR will give a larger zero-free region and a smaller error term in the prime number counting function. Efforts to enlarge the zero-free region have driven researchers to reduce the constant RR using various techniques. These refinements improve the approximation of the prime number counting function and yield deeper insights into the zeta function’s zeros. Table 1 summarizes key results in reducing the RR constant.

Year Author RR
1899 de la Vallée Poussin [dlVP00] 30.47
1962 Rosser, Schoenfeld [SRS62] 17.52
1970 Stechkin [Ste70] 9.65
1975 Rosser, Schoenfeld [RS75] 9.65
2002 Ford [For02] 8.46
2005 Kadiri [Kad05] 5.69
2022 Mossinghoff, Trudgian, Yang [MTY22] 5.56
Table 1: Values of the RR constant determined by existing studies.

All of this work has employed a very special type of trigonometric polynomial. Given a positive integer n2n\geq 2, let CnC_{n} denotes the set of cosine polynomials:

f(ϕ)=k=0nakcos(kϕ),f(\phi)=\sum_{k=0}^{n}a_{k}\cos(k\phi),

with the following properties:

  1. A.1

    All the coefficients are nonnegative and real.

  2. A.2

    The coefficient a1>a0>0a_{1}>a_{0}>0.

  3. A.3

    f(ϕ)0f(\phi)\geq 0 for all real ϕ\phi.

Then, the real valued functional v:Cnv:C_{n}\to\mathbb{R} is defined by:

v(f)=f(0)a0(a1a0)2.v(f)=\frac{f(0)-a_{0}}{(\sqrt{a_{1}}-\sqrt{a_{0}})^{2}}.

Landau [vL08] demonstrated that for any fCnf\in C_{n}, one can take:

R=v(f)2,R=\frac{v(f)}{2},

in the classical zero-free region, ensuring ζ(s)0\zeta(s)\neq 0 in this region.

Naturally, the goal to enlarge the zero-free region and pursuits the smaller RR leads to the following problems.

Problem 1.1.

What is the exact value of

Vn=inffCnf(0)a0(a1a0)2,V_{n}=\inf_{f\in C_{n}}\frac{f(0)-a_{0}}{(\sqrt{a_{1}}-\sqrt{a_{0}})^{2}},

and

V=infn2Vn.V=\inf_{n\geq 2}V_{n}.

The problems to find the value of VV were studied by Westphal [Wes38], Stechkin [Ste70], Rosser and Schoenfeld [SRS62, RS75], French [Fre66], Kondrat’ev [Kon77, AK90], Reztsov [Rez86], Arestov [AK90, Are92], Mossinghoff and Trudgian [MT14]. Most of the works are dedicated to estimating the upper and lower bounds of VV. As of now, the best two-sided estimates for VV are:

34.468305<V<34.503586.34.468305<V<34.503586.

The exact value of VnV_{n} is known only for n=2,3,4,5,6n=2,3,4,5,6.

To determine the exact value of V2V_{2}, French [Fre66] substituted x=cosϕx=\cos\phi and expressed every cosine polynomial in C2C_{2} in the form:

h(x)=(1a2)+a1x+2a2x2,h(x)=(1-a_{2})+a_{1}x+2a_{2}x^{2},

which satisfies the condition h(x)0h(x)\geq 0 for all x[1,1]x\in[-1,1]. French classified the polynomial in two classes based on the global minimum point (x0,h(x0))(x_{0},h(x_{0})) of h(x)h(x). The first class is when x0[1,1]x_{0}\in[-1,1] and the second class is when x0[1,1]x_{0}\not\in[-1,1]. Then, French calculated the minimum value of v(f)v(f) can be attained in two different classes, the smaller number being the exact value of V2V_{2}.

On the other hand, Arestov use the following properties of nonnegative trigonometric polynomials to evaluate the exact value of VnV_{n} for n=3,4,5,6n=3,4,5,6. Firstly, he noticed that for any trigonometric polynomial fnCnf_{n}\in C_{n}, the Fejér inequality [PS78] holds:

a1(f)A(n)a0(f),A(n)=2cosπn+2.\displaystyle a_{1}(f)\leq A(n)a_{0}(f),\quad A(n)=2\cos\frac{\pi}{n+2}. (1.1)

Secondly, for any fCnf\in C_{n} and positive number kk, one has v(kf)=v(f)v(kf)=v(f). By using the homogeneity of v(f)v(f) and Fejér inequality, one can change the problem of finding VnV_{n} to become:

Vn=infa(1,A(n)]χn(a)(a1)2,\displaystyle V_{n}=\inf_{a\in(1,A(n)]}\frac{\chi_{n}(a)}{(\sqrt{a}-1)^{2}}, (1.2)

where χn(a)\chi_{n}(a) is defined as:

χn(a)=inf{f(0)1f(ϕ)Cn,a0(f)=1 and a1(f)=a}.\chi_{n}(a)=\inf\{f(0)-1\mid f(\phi)\in C_{n},a_{0}(f)=1\text{ and }a_{1}(f)=a\}.

Arestov [Are92] used some inequalities of nonnegative trigonometric polynomials to find the exact value of χn(a)\chi_{n}(a) on some specific intervals. This enabled him to calculate the exact value of VnV_{n} for n=3,4,5,6.n=3,4,5,6. The values of VnV_{n} for n=2,3,4,5,6n=2,3,4,5,6 are summarized in Table 2.

n Author VnV_{n}
2 French [Fre66] 53.1390720
3 Arestov [Are92] 36.9199911
4 Arestov [Are92] 34.8992259
5 Arestov [Are92] 34.8992259
6 Arestov [Are92] 34.8992259
Table 2: Values of VnV_{n} as determined by Arestov.

The goal of this research is to revise the exact values of VnV_{n} for n=2,3,4,5,6n=2,3,4,5,6 and find the exact values of VnV_{n} for n=7,8n=7,8. In Section 2, the exact values of V2V_{2} and V3V_{3} will be found by improving French’s method. Instead of classifying the polynomial h(x)h(x) by the location of the minimum point, the polynomial will be classified based on the location of its roots.

Sections 3 to Section 8 will be devoted to finding the exact values of VnV_{n} for nn from 4 to 8. By applying the Fejér-Riesz theorem [Fej16], the problem of finding χn(a)\chi_{n}(a) is transformed into an optimization problem in n\mathbb{R}^{n} and then solved using optimization techniques. The techniques and general procedure will be described in Section 3, while the key constraints and result of the optimization problems will be summarized in Section 4 to Section 8. In the last two sections, the following theorems will be presented.

Theorem 1.1: The exact value of V7V_{7} is

V7=34.6494874.V_{7}=34.6494874.

Theorem 1.2: The exact values of V8V_{8} is

V8=34.5399155.V_{8}=34.5399155.

This work aims to advance our understanding of the zero-free regions of the Riemann zeta function, thereby contributing to the broader field of analytic number theory and its applications to prime number theory.

2 The exact value of V2V_{2} and V3V_{3}

2.1 Some properties of function v(f)v(f).

This section is devoted to finding the exact values of V2V_{2} and V3V_{3}. Firstly, some useful properties of the function v(f)v(f) will be established. These properties will enable a focus on some special forms of polynomials to find the values of V2V_{2} and V3V_{3}.

One particularly useful property is the homogeneity of the function v(f)v(f), which implies that for k>0k>0, the function vv satisfies v(kf)=v(f)v(kf)=v(f). This property is advantageous because, instead of studying all polynomials f(ϕ)Cnf(\phi)\in C_{n}, the focus can be narrowed to polynomials of the form

f(ϕ)=1+acosϕ+a2cos2ϕ++ancosnϕ,f(\phi)=1+a\cos\phi+a_{2}\cos 2\phi+\ldots+a_{n}\cos n\phi,

where a(1,2cosπn+2]\displaystyle{}a\in\left(1,2\cos\frac{\pi}{n+2}\right] by Fejér’s Inequality (Equation (1.1)).

To explore next property of v(f)v(f), the following two theorems imply that one only need to consider the cosine polynomial with a minimum of 0 in order to find the exact value of VnV_{n}.

Theorem 2.1.

Given

f(ϕ)=a0+a1cosϕ+a2cos2ϕ++ancosnϕCn,f(\phi)=a_{0}+a_{1}\cos\phi+a_{2}\cos 2\phi+\ldots+a_{n}\cos n\phi\in C_{n},

let mm be the minimum of f(ϕ)f(\phi) when ϕ[0,2π)\phi\in[0,2\pi), then

m<a0.m<a_{0}.
Proof.

This can be proven easily by considering the integration below,

a0=12π02πf(ϕ)𝑑ϕ12π(2π)m=m.a_{0}=\frac{1}{2\pi}\int_{0}^{2\pi}f(\phi)d\phi\geq\frac{1}{2\pi}(2\pi)m=m.

The equality holds if and only if f(ϕ)f(\phi) is a constant function, which is impossible in the context of this discussion. This completes the proof. ∎

The next theorem states that given a polynomial f(ϕ)Cnf(\phi)\in C_{n} with minimum m>0m>0, another polynomial f¯(ϕ)Cn\bar{f}(\phi)\in C_{n} with minimum 0 can always be found such that v(f)>v(f¯)v(f)>v(\bar{f}). This clearly implies v(f)>Vnv(f)>V_{n}, thus f(ϕ)f(\phi) is not a candidate for the infimum.

Theorem 2.2.

Given f(ϕ)Cnf(\phi)\in C_{n} with minimum m>0m>0, let

f¯(ϕ)=f(ϕ)m.\bar{f}(\phi)=f(\phi)-m.

Then f¯(ϕ)Cn\bar{f}(\phi)\in C_{n} and

v(f)>v(f¯).v(f)>v(\bar{f}).
Proof.

To prove f¯(ϕ)Cn\bar{f}(\phi)\in C_{n}, note that a0(f¯)=a0(f)m>0a_{0}(\bar{f})=a_{0}(f)-m>0 by Theorem 2.1. Moreover, it holds that

a1(f¯)=a1(f)>a0(f)>a0(f¯).a_{1}(\bar{f})=a_{1}(f)>a_{0}(f)>a_{0}(\bar{f}).

Lastly,

v(f¯)\displaystyle v(\bar{f}) =a1(f)+a2(f)+a3(f)++an(f)(a1(f)a0(f)m)2\displaystyle=\frac{a_{1}(f)+a_{2}(f)+a_{3}(f)+\ldots+a_{n}(f)}{\left(\sqrt{a_{1}(f)}-\sqrt{a_{0}(f)-m}\right)^{2}}
<a1(f)+a2(f)+a3(f)++an(f)(a1(f)a0(f))2\displaystyle<\frac{a_{1}(f)+a_{2}(f)+a_{3}(f)+\ldots+a_{n}(f)}{\left(\sqrt{a_{1}(f)}-\sqrt{a_{0}(f)}\right)^{2}}
=v(f).\displaystyle=v(f).

This completes the proof.

With the previous theorems, it is established that only cosine polynomials with a minimum of 0 need to be considered in the process of evaluating exact value of VnV_{n}. The next step is to analyze the properties of the root of these cosine polynomials.

Theorem 2.3.

Given a non-negative cosine polynomial f(ϕ)Cnf(\phi)\in C_{n} with minimum 0 , where

f(ϕ)=a0+a1cosϕ+a2cos2ϕ++ancosnϕ,f(\phi)=a_{0}+a_{1}\cos\phi+a_{2}\cos 2\phi+\ldots+a_{n}\cos n\phi,

then f(ϕ)f(\phi) must have at least one root ϕ0\phi_{0} in the interval [0,2π)[0,2\pi), and it must satisfy one of the following:

  1. a.

    The root ϕ0=π\phi_{0}=\pi (or cosϕ0=1\cos\phi_{0}=-1).

  2. b.

    The root must have even order.

This will imply if ϕ0π\phi_{0}\neq\pi (or cosϕ01\cos\phi_{0}\neq-1), then it must have even order.

Proof.

By substituting x=cosϕ,f(ϕ)x=\cos\phi,f(\phi) can be transformed into the polynomial form:

h(x)=bnxn++b2x2+b1x+b0,h(x)=b_{n}x^{n}+\ldots+b_{2}x^{2}+b_{1}x+b_{0},

where the fact that f(ϕ)f(\phi) is non-negative and has a minimum of zero implies h(x)h(x) is non-negative in the interval [1,1][-1,1] and has at least one root in this interval. If the root of h(x)h(x) lies within the interval (1,1)(-1,1), it must be of even order, as it also functions as a local minimum point for the function h(x)h(x). In other words, only x=1x=1 and x=1x=-1 can serve as the root in [1,1][-1,1] with odd order.

However, x=1x=1 cannot serve as the root of h(x)h(x). This is shown by contradiction. If h(x)h(x) has x=1x=1 as its root, then f(ϕ)f(\phi) can be expressed as

f(ϕ)=(cosϕ1)gn1(ϕ),f(\phi)=(\cos\phi-1)g_{n-1}(\phi),

where gn1(ϕ)g_{n-1}(\phi) is a nonnegative trigonometric polynomial with degree n1n-1, this implies f(0)=0f(0)=0. This will never happen since

f(0)=an+an1++a2+a1+a0>0.f(0)=a_{n}+a_{n-1}+\ldots+a_{2}+a_{1}+a_{0}>0.

This completes the proof. ∎

Finally, to find the exact value of VnV_{n}, it is enough to consider only cosine polynomials with at least one double root. Using a similar method in the proof of Theorem 2.2, it will be shown that given any cosine polynomial f(ϕ)Cnf(\phi)\in C_{n} which does not have a double root, a polynomial f¯(ϕ)Cn\bar{f}(\phi)\in C_{n} with a double root can always be found such that v(f)>v(f¯)v(f)>v(\bar{f}). This implies f(ϕ)f(\phi) is not a candidate for attaining infimum.

The exact formula of f¯(ϕ)\bar{f}(\phi) will be provided in Theorem 2.4, and subsequently, in Theorem 2.5, it will be shown that f¯\bar{f} satisfies the rquire properties.

Theorem 2.4.

Given

f(ϕ)=(cosϕ+1)(fn1(ϕ)+m),\displaystyle f(\phi)=(\cos\phi+1)\left(f_{n-1}(\phi)+m\right),
f¯(ϕ)=(cosϕ+1)fn1(ϕ),\displaystyle\bar{f}(\phi)=(\cos\phi+1)f_{n-1}(\phi),

where m>0m>0 and fn1(ϕ)f_{n-1}(\phi) is an (n1)(n-1)-degree nonnegative trigonometric polynomial with minimum 0, then

  1. a.

    The polynomial f(ϕ)Cnf(\phi)\in C_{n} if and only if f¯(ϕ)Cn\bar{f}(\phi)\in C_{n}.

  2. b.

    If f(ϕ)Cnf(\phi)\in C_{n}, then

    v(f(ϕ))>v(f¯(ϕ)).v(f(\phi))>v(\bar{f}(\phi)).
Proof.

First of all, one can easily see that both f(ϕ)f(\phi) and f¯(ϕ)\bar{f}(\phi) satisfy the nonnegative condition. To prove the statement (a), note that

f(ϕ)=f¯(ϕ)+mcosϕ+m.f(\phi)=\bar{f}(\phi)+m\cos\phi+m.

If f(ϕ)Cnf(\phi)\in C_{n}, then all the coefficients of f¯(ϕ)\bar{f}(\phi) should also be nonnegative since ak(f¯)ak(f)a_{k}(\bar{f})\geq a_{k}(f) for k=1,2,,nk=1,2,\ldots,n. Lastly, it is also easy to check a1(f¯)a0(f¯)=a1(f)a_{1}(\bar{f})-a_{0}(\bar{f})=a_{1}(f)- a0(f)>0a_{0}(f)>0, which implies f¯(ϕ)Cn\bar{f}(\phi)\in C_{n}.

Conversely, assume that f¯(ϕ)Cn\bar{f}(\phi)\in C_{n}. It will be shown that f(ϕ)Cnf(\phi)\in C_{n}. Firstly, by Theorem 2.1, a0(f)>0a_{0}(f)>0. The fact that a1(f¯)a0(f¯)=a1(f)a0(f)>0a_{1}(\bar{f})-a_{0}(\bar{f})=a_{1}(f)-a_{0}(f)>0 implies

a1(f)>a0(f)>0a_{1}(f)>a_{0}(f)>0

Moreover, an(f)0a_{n}(f)\geq 0 for n2n\geq 2 can be deduced by the fact an(f)=an(f¯)0a_{n}(f)=a_{n}(\bar{f})\geq 0 for n2n\geq 2.

To prove the second statement, just note that for m>0m>0, it holds that

(a1(f¯)+ma0(f¯)+m)2<(a1(f¯)a0(f¯))2\left(\sqrt{a_{1}(\bar{f})+m}-\sqrt{a_{0}(\bar{f})+m}\right)^{2}<\left(\sqrt{a_{1}(\bar{f})}-\sqrt{a_{0}(\bar{f})}\right)^{2}

This implies

v(f(ϕ))=a3(f¯)+a2(f¯)+a1(f¯)+m(a1(f¯)+ma0(f¯)+m)2>a3(f¯)+a2(f¯)+a1(f¯)(a1(f¯)a0(f¯))2=v(f¯(ϕ))v(f(\phi))=\frac{a_{3}(\bar{f})+a_{2}(\bar{f})+a_{1}(\bar{f})+m}{\left(\sqrt{a_{1}(\bar{f})+m}-\sqrt{a_{0}(\bar{f})+m}\right)^{2}}>\frac{a_{3}(\bar{f})+a_{2}(\bar{f})+a_{1}(\bar{f})}{\left(\sqrt{a_{1}(\bar{f})}-\sqrt{a_{0}(\bar{f})}\right)^{2}}=v(\bar{f}(\phi))

This completes the proof.

To complete the discussion of this subsection, the final theorem will be proven, which shows the f¯(ϕ)\bar{f}(\phi) has at least one double root.

Theorem 2.5.

Given f(ϕ)Cnf(\phi)\in C_{n} which does not have a double root, it is always possible to find another f¯(ϕ)Cn\bar{f}(\phi)\in C_{n} with at least one double root such that

v(f)>v(f¯).v(f)>v(\bar{f}).
Proof.

One can always use Theorem 2.2 to replace f(ϕ)f(\phi) with a cosine polynomial that has at least one root. Thus, without loss of generality, only the cosine polynomial with at least a single root in the interval [0,2π)[0,2\pi) needs to be considered. By Theorem 2.3, the cosine polynomial f(ϕ)f(\phi) must have the form

f(ϕ)=(cosϕ+1)(fn1(ϕ)+m)f(\phi)=(\cos\phi+1)\left(f_{n-1}(\phi)+m\right)

where fn1(ϕ)f_{n-1}(\phi) is a (n1)(n-1)-degree nonnegative trigonometric polynomial with minimum 0 and m>0m>0. Then, let

f¯(ϕ)=(cosϕ+1)fn1(ϕ)\bar{f}(\phi)=(\cos\phi+1)f_{n-1}(\phi)

Theorem 2.4 implies that f¯(ϕ)Cn\bar{f}(\phi)\in C_{n} and v(f)>v(f¯)v(f)>v(\bar{f}). The last thing to prove is that f¯(ϕ)\bar{f}(\phi) has at least one double root. Let x=cosϕx=\cos\phi and transform f¯(ϕ)\bar{f}(\phi) to h¯(x)\bar{h}(x), that is h¯(cosϕ)=f¯(ϕ)\bar{h}(\cos\phi)=\bar{f}(\phi). Then

h¯(x)=(x+1)hn1(x)\bar{h}(x)=(x+1)h_{n-1}(x)

where hn1(x)h_{n-1}(x) is nonnegative in the interval [1,1][-1,1], and the minimum in this interval is 0 . The polynomial hn1(x)h_{n-1}(x) has a zero in the interval [1,1][-1,1]. If the zero is in (1,1)(-1,1), then it is a double zero. If the zero is x=1x=-1, then h¯(x)\bar{h}(x) has a double zero at x=1x=-1. If the zero is x=1,thenf(0)=h(1)=0x=1,thenf(0)=h(1)=0 implies f¯(ϕ)=h¯(cosϕ)Cn\bar{f}(\phi)=\bar{h}(\cos\phi)\notin C_{n}, which implies f(ϕ)Cnf(\phi)\notin C_{n}, which is a contradiction. The proof is complete. ∎

As a summary, to find the exact value of VnV_{n}, it is only necessary to consider the cosine polynomials in the following set.

Definition 2.1.

The set Cn0C_{n}^{0} is the set containing all degree nn cosine polynomials

f(ϕ)=a0+a1cosϕ+a2cos2ϕ++ancosnϕf(\phi)=a_{0}+a_{1}\cos\phi+a_{2}\cos 2\phi+\ldots+a_{n}\cos n\phi

which satisfy the following three conditions:

  1. B.1

    The function f(ϕ)f(\phi) is nonnegative and has a double root.

  2. B.2

    All the coefficients are nonnegative.

  3. B.3

    The coefficient a1>a0>0a_{1}>a_{0}>0.

By focusing on the special forms of polynomials and utilizing the properties discussed in the theorems above, the process of finding the exact values of V2V_{2} and V3V_{3} can be simplified.

2.2 Exact value of V2V_{2}.

To find the exact value of V2V_{2}, Theorem 2.5 and Definition 2.1 imply that it is only necessary to consider the cosine polynomial with double root. Moreover, the homogeneity of v(f)v(f) implies it is enough to consider cosine polynomial with the form

f(ϕ)=(cosϕ+α)2,f(\phi)=(\cos\phi+\alpha)^{2},

where α[1,1]\alpha\in[-1,1]. However, one still need to check when f(ϕ)C20f(\phi)\in C_{2}^{0}.

Theorem 2.6.

For 1α1-1\leq\alpha\leq 1, the polynomial

f(ϕ)=(cosϕ+α)2C20f(\phi)=(\cos\phi+\alpha)^{2}\in C_{2}^{0}

if and only if 112<α<1\displaystyle{}1-\frac{1}{\sqrt{2}}<\alpha<1.

Proof.

The nonnegative property of f(ϕ)f(\phi) is obvious. Expanding f(ϕ)f(\phi), we have

f(ϕ)=cos2ϕ+2αcosϕ+α2=cos2ϕ+2αcosϕ+α2+1.f(\phi)=\cos^{2}\phi+2\alpha\cos\phi+\alpha^{2}=\cos 2\phi+2\alpha\cos\phi+\alpha^{2}+1.

Then f(ϕ)C20f(\phi)\in C_{2}^{0} if and only if

2α>α2+12.2\alpha>\alpha^{2}+\frac{1}{2}.

Rearranging, we get

α22α+12<0,\alpha^{2}-2\alpha+\frac{1}{2}<0,

which simplifies to

112<α<1.1-\frac{1}{\sqrt{2}}<\alpha<1.

This completes the proof. ∎

The next theorem presents the exact value of V2V_{2} and the cosine polynomial f(ϕ)C2f(\phi)\in C_{2} such that v(f)=V2v(f)=V_{2}.

Theorem 2.7.

The exact value of V2V_{2} is

V2=53.1390720,V_{2}=53.1390720,

which can be obtained by considering

f(ϕ)=(cosϕ+0.7415574)2.f(\phi)=(\cos\phi+0.7415574)^{2}.
Proof.

By Theorem 2.6, only the polynomials in the following form need to be considered:

f(ϕ)=(cosϕ+α)2,f(\phi)=(\cos\phi+\alpha)^{2},

where 112<α<1\displaystyle{}1-\frac{1}{\sqrt{2}}<\alpha<1. In this case,

f(ϕ)=cos2ϕ+2αcosϕ+α2=12cos2ϕ+2αcosϕ+α2+12,f(\phi)=\cos^{2}\phi+2\alpha\cos\phi+\alpha^{2}=\frac{1}{2}\cos 2\phi+2\alpha\cos\phi+\alpha^{2}+\frac{1}{2},

thus

v(f(ϕ))=0.5+2α(2αα2+0.5)2.v(f(\phi))=\frac{0.5+2\alpha}{(\sqrt{2\alpha}-\sqrt{\alpha^{2}+0.5})^{2}}.

This function is continuous in the interval α(112,1)\displaystyle{}\alpha\in\left(1-\frac{1}{\sqrt{2}},1\right). Using Matlab to conduct a golden section search, the minimum is found to be 53.1390720 (see Figure 1),

Refer to caption
Figure 1: Graph of v(f(ϕ))v(f(\phi)).

which can be obtained by considering

f(ϕ)=(cosϕ+0.7415574)2.f(\phi)=(\cos\phi+0.7415574)^{2}.

This completes the proof. ∎

2.3 Exact value of V3V_{3}.

This subsection will be devoted to finding the exact value of V3V_{3}. To find the exact value of V3V_{3}, Theorem 2.5 and Definition 2.1 imply that it is only necessary to consider the cosine polynomial with double root. Moreover, the homogeneity of v(f)v(f) implies it is enough to consider cosine polynomial with the form

f(ϕ)=(cosϕ+α)2(cosϕ+β),f(\phi)=(\cos\phi+\alpha)^{2}(\cos\phi+\beta),

where α[1,1]\alpha\in[-1,1] and β1\beta\geq 1.

Our next goal is to identify all the polynomials in this form that belong to C30C_{3}^{0}.

Theorem 2.8.

For 1α1-1\leq\alpha\leq 1 and β1\beta\geq 1, the cosine polynomial

f(ϕ)=(cosϕ+α)2(cosϕ+β)f(\phi)=(\cos\phi+\alpha)^{2}(\cos\phi+\beta)

belongs to C30C_{3}^{0} if and only if

  1. a.

    α112\displaystyle{}\alpha\geq 1-\frac{1}{\sqrt{2}}, or

  2. b.

    14<α<112\displaystyle{}-\frac{1}{4}<\alpha<1-\frac{1}{\sqrt{2}} and β[1,1+4α+14α28α+2)\displaystyle{}\beta\in\left[1,1+\frac{4\alpha+1}{4\alpha^{2}-8\alpha+2}\right).

Proof.

To check that a cosine polynomial belongs to C30C_{3}^{0}, we need to check all the conditions stated in Definition 2.1. It is obvious that for every α[1,1]\alpha\in[-1,1] and β1\beta\geq 1, the polynomial f(ϕ)f(\phi) is nonnegative and has a double root. Next, expanding f(ϕ)f(\phi), we obtain

f(ϕ)=cos3ϕ+(2β+4α)cos2ϕ+(4α2+8αβ+3)cosϕ+(4α2β+4α+2β).f(\phi)=\cos 3\phi+(2\beta+4\alpha)\cos 2\phi+(4\alpha^{2}+8\alpha\beta+3)\cos\phi+(4\alpha^{2}\beta+4\alpha+2\beta).

To ensure f(ϕ)f(\phi) satisfies a1>a0a_{1}>a_{0}, consider the inequality:

4α2+8αβ+3>4α2β+4α+2β.4\alpha^{2}+8\alpha\beta+3>4\alpha^{2}\beta+4\alpha+2\beta.

Rearranging, one get

4α24α+3>β(4α28α+2).4\alpha^{2}-4\alpha+3>\beta(4\alpha^{2}-8\alpha+2).

It is obvious that 4α24α+3=(2α1)2+24\alpha^{2}-4\alpha+3=(2\alpha-1)^{2}+2 is positive. When α112\displaystyle{}\alpha\geq 1-\frac{1}{\sqrt{2}}, we have 4α28α+20\displaystyle{}4\alpha^{2}-8\alpha+2\leq 0, thus the inequality holds. When α<112\displaystyle{}\alpha<1-\frac{1}{\sqrt{2}}, one needs to have

β<4α24α+34α28α+2=1+4α+14α28α+2.\beta<\frac{4\alpha^{2}-4\alpha+3}{4\alpha^{2}-8\alpha+2}=1+\frac{4\alpha+1}{4\alpha^{2}-8\alpha+2}.

Thus, when α14\displaystyle{}\alpha\leq-\frac{1}{4}, one has β<1\displaystyle{}\beta<1, which contradicts the assumption. When 14<α<112\displaystyle{}-\frac{1}{4}<\alpha<1-\frac{1}{\sqrt{2}}, one has

β[1,1+4α+14α28α+2).\beta\in\left[1,1+\frac{4\alpha+1}{4\alpha^{2}-8\alpha+2}\right).

One can also check that when α>14\displaystyle{}\alpha>-\frac{1}{4}, we have a2=4α+2β>0a_{2}=4\alpha+2\beta>0 and a0=4α2β+4α+2β>0a_{0}=4\alpha^{2}\beta+4\alpha+2\beta>0. This shows the polynomial f(ϕ)f(\phi) is in C30C_{3}^{0}. This completes the proof. ∎

Next, it will be demonstrated that in order to determine the exact value of V3V_{3}, it suffices to consider degree 3 polynomials of the form

f(ϕ)=(cosϕ+α)2(cosϕ+1),f(\phi)=(\cos\phi+\alpha)^{2}(\cos\phi+1),

where α(14,1]\displaystyle{}\alpha\in\left(-\frac{1}{4},1\right]. The same strategy as used in the proof of Theorem 2.2 will be applied here. Given a cosine polynomial f(ϕ)f(\phi) in the form

f(ϕ)=(cosϕ+α)2(cosϕ+β),f(\phi)=(\cos\phi+\alpha)^{2}(\cos\phi+\beta),

where α(14,1]\displaystyle{}\alpha\in\left(-\frac{1}{4},1\right] and β>1\beta>1, another polynomial

f¯(ϕ)=(cosϕ+α)2(cosϕ+1)\bar{f}(\phi)=(\cos\phi+\alpha)^{2}(\cos\phi+1)

can be constructed and yields a better result, implying that v(f)>v(f¯)v(f)>v(\bar{f}). Consequently, ff is not a candidate for the infimum.

To establish this result, we first require some preliminary lemmas. Three of the following lemmas provide simple inequalities that will be used to compare the values of v(f)v(f) and v(f¯)v(\bar{f}). Readers may choose to skip ahead to Theorem 2.12 and return to these lemmas when the inequalities are needed. For a smoother reading experience, the proofs of Lemma 2.9, Lemma 2.10 and Lemma 2.11 are presented in the Appendix A.

Lemma 2.9.

Given four positive real numbers a,b,Δa,Δba,b,\Delta a,\Delta b, if

ΔaΔb>ab,\frac{\Delta a}{\Delta b}>\frac{a}{b},

then

a+Δab+Δb>ab.\frac{a+\Delta a}{b+\Delta b}>\frac{a}{b}.
Lemma 2.10.

Given five positive real numbers a1,a2,b1,b2,ka_{1},a_{2},b_{1},b_{2},k, if

a1b1>kanda2b2>k,\frac{a_{1}}{b_{1}}>k\quad\text{and}\quad\frac{a_{2}}{b_{2}}>k,

then

a1+a2b1+b2>k.\frac{a_{1}+a_{2}}{b_{1}+b_{2}}>k.
Lemma 2.11.

Given four positive real numbers a,b,Δa,Δba,b,\Delta a,\Delta b, then

(a+Δa)(b+Δb)ab+ΔaΔb,\sqrt{(a+\Delta a)(b+\Delta b)}\geq\sqrt{ab}+\sqrt{\Delta a\Delta b},

equality holds when aΔb=bΔa.a\Delta b=b\Delta a.

The following theorem compares the value of v(f)v(f) and v(f¯)v(\bar{f}), and implies that we only need to consider the cosine polynomial in the form of

f¯(ϕ)=(cosϕ+α)2(cosϕ+1)\bar{f}(\phi)=(\cos\phi+\alpha)^{2}(\cos\phi+1)

in order to find the exact value of V3V_{3}.

Theorem 2.12.

Given a cosine polynomial in C30C_{3}^{0} of the form

f(ϕ)=(cosϕ+α)2(cosϕ+β),f(\phi)=(\cos\phi+\alpha)^{2}(\cos\phi+\beta),

let

f¯(ϕ)=(cosϕ+α)2(cosϕ+1).\bar{f}(\phi)=(\cos\phi+\alpha)^{2}(\cos\phi+1).

Then f¯(ϕ)C30\bar{f}(\phi)\in C_{3}^{0} and

v(f(ϕ))>v(f¯(ϕ)).v(f(\phi))>v(\bar{f}(\phi)).
Proof.

When α(14,112]\displaystyle{}\alpha\in\left(-\frac{1}{4},1-\frac{1}{\sqrt{2}}\right], it will be shown that v(f(ϕ))v(f(\phi)) increases as β\beta increases by proving v(f)β>0\displaystyle{}\frac{\partial v(f)}{\partial\beta}>0 for β1\beta\geq 1. Expanding f(ϕ)f(\phi), we have

f(ϕ)=cos3ϕ+(2β+4α)cos2ϕ+(4α2+8αβ+3)cosϕ+(4α2β+4α+2β),f(\phi)=\cos 3\phi+(2\beta+4\alpha)\cos 2\phi+(4\alpha^{2}+8\alpha\beta+3)\cos\phi+(4\alpha^{2}\beta+4\alpha+2\beta),

thus

v(f(ϕ))=4α2+8αβ+4α+2β+4(4α2+8αβ+34α2β+4α+2β)2.v(f(\phi))=\frac{4\alpha^{2}+8\alpha\beta+4\alpha+2\beta+4}{\left(\sqrt{4\alpha^{2}+8\alpha\beta+3}-\sqrt{4\alpha^{2}\beta+4\alpha+2\beta}\right)^{2}}.

To show v(f)β\displaystyle{}\frac{\partial v(f)}{\partial\beta} is positive, it is enough to prove

v¯\displaystyle\bar{v} =(4α2+8αβ+34α2β+4α+2β)(8α+2)\displaystyle=\left(\sqrt{4\alpha^{2}+8\alpha\beta+3}-\sqrt{4\alpha^{2}\beta+4\alpha+2\beta}\right)(8\alpha+2)
(4α2+8αβ+4α+2β+4)(8α4α2+8αβ+34α2+24α2β+4α+2β)>0.\displaystyle-\left(4\alpha^{2}+8\alpha\beta+4\alpha+2\beta+4\right)\left(\frac{8\alpha}{\sqrt{4\alpha^{2}+8\alpha\beta+3}}-\frac{4\alpha^{2}+2}{\sqrt{4\alpha^{2}\beta+4\alpha+2\beta}}\right)>0.

When α(14,112]\displaystyle{}\alpha\in\left(-\frac{1}{4},1-\frac{1}{\sqrt{2}}\right], we have 4α2+28α4\alpha^{2}+2\geq 8\alpha, and thus

8α4α2+8αβ+34α2+24α2+8αβ+34α2+24α2β+4α+2β.\frac{8\alpha}{\sqrt{4\alpha^{2}+8\alpha\beta+3}}\leq\frac{4\alpha^{2}+2}{\sqrt{4\alpha^{2}+8\alpha\beta+3}}\leq\frac{4\alpha^{2}+2}{\sqrt{4\alpha^{2}\beta+4\alpha+2\beta}}.

This implies

8α4α2+8αβ+34α2+24α2β+4α+2β0,\frac{8\alpha}{\sqrt{4\alpha^{2}+8\alpha\beta+3}}-\frac{4\alpha^{2}+2}{\sqrt{4\alpha^{2}\beta+4\alpha+2\beta}}\leq 0,

and thus v¯>0\bar{v}>0 since we know that a1a0>0\sqrt{a_{1}}-\sqrt{a_{0}}>0, 8α+2>08\alpha+2>0, and a3+a2+a1>0a_{3}+a_{2}+a_{1}>0.

For the case where α112\displaystyle{}\alpha\geq 1-\frac{1}{\sqrt{2}}, we want to prove that

v(f(ϕ))>v(f¯(ϕ)).v(f(\phi))>v(\bar{f}(\phi)).

If we write f(ϕ)=(cosϕ+α)2(cosϕ+1+m)f(\phi)=(\cos\phi+\alpha)^{2}(\cos\phi+1+m), where m>0m>0, then the statement we want to prove turns to

4α2+12α+6+m(8α+2)(4α2+8α+3+8αm4α2+4α+2+2m+4α2m)2\displaystyle\frac{4\alpha^{2}+12\alpha+6+m(8\alpha+2)}{\left(\sqrt{4\alpha^{2}+8\alpha+3+8\alpha m}-\sqrt{4\alpha^{2}+4\alpha+2+2m+4\alpha^{2}m}\right)^{2}}
>\displaystyle> 4α2+12α+6(4α2+8α+34α2+4α+2)2.\displaystyle\frac{4\alpha^{2}+12\alpha+6}{\left(\sqrt{4\alpha^{2}+8\alpha+3}-\sqrt{4\alpha^{2}+4\alpha+2}\right)^{2}}.

Now, let

Δ1=(8α+2)m,\displaystyle\Delta_{1}=(8\alpha+2)m,
Δ2=(a1+8αma0+(4α2+2)m)2(a1a0)2,\displaystyle\Delta_{2}=\left(\sqrt{a_{1}+8\alpha m}-\sqrt{a_{0}+(4\alpha^{2}+2)m}\right)^{2}-\left(\sqrt{a_{1}}-\sqrt{a_{0}}\right)^{2},

where a1=4α2+8α+3a_{1}=4\alpha^{2}+8\alpha+3 and a0=4α2+4α+2a_{0}=4\alpha^{2}+4\alpha+2. By Lemma 2.11, one can show that

Δ2\displaystyle\Delta_{2} =(4α2+8α+2)m2(a1+8αm)(a0+(4α2+2)m)+2a1a0\displaystyle=\left(4\alpha^{2}+8\alpha+2\right)m-2\sqrt{\left(a_{1}+8\alpha m\right)\left(a_{0}+\left(4\alpha^{2}+2\right)m\right)}+2\sqrt{a_{1}a_{0}}
<(4α2+8α+2)m2a1a02m8α(4α2+2)+2a1a0\displaystyle<\left(4\alpha^{2}+8\alpha+2\right)m-2\sqrt{a_{1}a_{0}}-2m\sqrt{8\alpha\left(4\alpha^{2}+2\right)}+2\sqrt{a_{1}a_{0}}
=m[4α2+8α+228α(4α2+2)].\displaystyle=m\left[4\alpha^{2}+8\alpha+2-2\sqrt{8\alpha\left(4\alpha^{2}+2\right)}\right].

Using Matlab to conduct a golden section search (see Figure 2), one can check that for α[112,1]\displaystyle{}\alpha\in\left[1-\frac{1}{\sqrt{2}},1\right],

Δ1Δ2>8α+24α2+8α+228α(4α2+2)53.1390720.\frac{\Delta_{1}}{\Delta_{2}}>\frac{8\alpha+2}{4\alpha^{2}+8\alpha+2-2\sqrt{8\alpha\left(4\alpha^{2}+2\right)}}\geq 53.1390720.
Refer to caption
Figure 2: The lower bound of Δ1Δ2\frac{\Delta_{1}}{\Delta_{2}}.

The minimum point can be obtained when α=0.7415574\alpha=0.7415574.

Moreover, one can also use the same method (see Figure 3) to check

v(f¯(ϕ))=4α2+12α+6(4α2+8α+34α2+4α+2)222+4465=43.5555097.v(\bar{f}(\phi))=\frac{4\alpha^{2}+12\alpha+6}{\left(\sqrt{4\alpha^{2}+8\alpha+3}-\sqrt{4\alpha^{2}+4\alpha+2}\right)^{2}}\leq 22+\frac{44\sqrt{6}}{5}=43.5555097.
Refer to caption
Figure 3: Graph of v(f¯(ϕ))v(\bar{f}(\phi)).

The maximum point can be obtained when α=1\alpha=1. Thus, by Lemma 2.9, we have

v(f(ϕ))=4α2+12α+6+Δ1(4α2+8α+34α2+4α+2)2+Δ2>v(f¯(ϕ)).v(f(\phi))=\frac{4\alpha^{2}+12\alpha+6+\Delta_{1}}{\left(\sqrt{4\alpha^{2}+8\alpha+3}-\sqrt{4\alpha^{2}+4\alpha+2}\right)^{2}+\Delta_{2}}>v(\bar{f}(\phi)).

This completes the proof. ∎

Finally, the last theorem of this section presents the exact value of V3V_{3} and identifies the cosine polynomial f(ϕ)C3f(\phi)\in C_{3} such that v(f)=V3v(f)=V_{3}.

Theorem 2.13.

The exact value of V3V_{3} is

V3=36.9199911,V_{3}=36.9199911,

which can be obtained by considering the cosine polynomial

f(ϕ)=4(cosϕ+1)(cosϕ+0.4384345)2.f(\phi)=4(\cos\phi+1)(\cos\phi+0.4384345)^{2}.
Proof.

Theorem 2.8 implies that we only need to consider the cosine polynomial in the form

f(ϕ)=4(cosϕ+α)2(cosϕ+β)f(\phi)=4(\cos\phi+\alpha)^{2}(\cos\phi+\beta)

where α,β\alpha,\beta satisfy one of the following:

  1. a.

    α[112,1]\displaystyle{}\alpha\in\left[1-\frac{1}{\sqrt{2}},1\right], or

  2. b.

    14<α<112\displaystyle{}-\frac{1}{4}<\alpha<1-\frac{1}{\sqrt{2}} and β[1,1+4α+14α28α+2)\beta\in\left[1,1+\frac{4\alpha+1}{4\alpha^{2}-8\alpha+2}\right).

Moreover, Theorem 2.12 implies that we need only consider the case where β=1\beta=1. As a result, the polynomial takes the form

f(ϕ)=4(cosϕ+α)2(cosϕ+1),f(\phi)=4(\cos\phi+\alpha)^{2}(\cos\phi+1),

where α(14,1]\displaystyle{}\alpha\in\left(-\frac{1}{4},1\right]. Expanding f(ϕ)f(\phi), we obtain

f(ϕ)=cos3ϕ+(4α+2)cos2ϕ+(4α2+8α+3)cosϕ+(4α2+4α+2).f(\phi)=\cos 3\phi+(4\alpha+2)\cos 2\phi+(4\alpha^{2}+8\alpha+3)\cos\phi+(4\alpha^{2}+4\alpha+2).

In this case, we have

v(f(ϕ))=4α2+12α+6(4α2+8α+34α2+4α+2)2.v(f(\phi))=\frac{4\alpha^{2}+12\alpha+6}{\left(\sqrt{4\alpha^{2}+8\alpha+3}-\sqrt{4\alpha^{2}+4\alpha+2}\right)^{2}}.

One can check that this function is continuous in the interval (14,1]\displaystyle{}\left(-\frac{1}{4},1\right]. Using Matlab to conduct a golden section search (see Figure 4), the minimum is 36.9199911, which can be obtained by considering the cosine polynomial

f(ϕ)=4(cosϕ+1)(cosϕ+0.4384345)2.f(\phi)=4(\cos\phi+1)(\cos\phi+0.4384345)^{2}.
Refer to caption
Figure 4: Graph of v(f(ϕ))v(f(\phi)).

This completes the proof. ∎

3 Methodology

The Fejer-Riesz theorem was first employed by Kondrat’ev [Kon77] to find the upper bound of V8V_{8} in his paper. This method was later employed by Mossinghoff and Trudgian [MT14] to determine the upper bound of VnV_{n} for n=8,12,16,,40n=8,12,16,\ldots,40. The Fejer-Riesz theorem translates the problem of finding the exact value of VnV_{n} into a minimization problem on n\mathbb{R}^{n}, subject to certain conditions. The statement of the Fejer-Riesz theorem is presented as follows:

Theorem 3.1 (Fejer-Riesz theorem).

[Fej16] Let g(ϕ)=k=0nbkcoskϕ\displaystyle g(\phi)=\sum_{k=0}^{n}b_{k}\cos k\phi be a trigonometric polynomial with real coefficients, which is nonnegative for every real ϕ\phi and bn0b_{n}\neq 0. Then, there exist real numbers α0,α1,α2,,αn\alpha_{0},\alpha_{1},\alpha_{2},\ldots,\alpha_{n} such that

g(ϕ)=|k=0nαkeikϕ|2.g(\phi)=\left|\sum_{k=0}^{n}\alpha_{k}e^{ik\phi}\right|^{2}.

Moreover, we also have

b0=k=0nαk2andbj=k=0njαkαk+j.b_{0}=\sum_{k=0}^{n}\alpha_{k}^{2}\quad\text{and}\quad b_{j}=\sum_{k=0}^{n-j}\alpha_{k}\alpha_{k+j}.

Now, given any cosine polynomial in CnC_{n},

f(ϕ)=1+acosϕ+k=2nakcoskϕ,f(\phi)=1+a\cos\phi+\sum_{k=2}^{n}a_{k}\cos k\phi,

the Fejer-Riesz theorem states that we can find real numbers x0,x1,x2,,xnx_{0},x_{1},x_{2},\ldots,x_{n} such that

f(ϕ)=|k=0nxkeikϕ|2,f(\phi)=\left|\sum_{k=0}^{n}x_{k}e^{ik\phi}\right|^{2},

with the following conditions:

x02+x12+x22++xn2=1,\displaystyle x_{0}^{2}+x_{1}^{2}+x_{2}^{2}+\ldots+x_{n}^{2}=1,
2(x0x1+x1x2++xn1xn)=a,\displaystyle 2(x_{0}x_{1}+x_{1}x_{2}+\ldots+x_{n-1}x_{n})=a,
2(x0xk+x1xk1++xnkxn)0,\displaystyle 2(x_{0}x_{k}+x_{1}x_{k-1}+\ldots+x_{n-k}x_{n})\geq 0,

for 2kn2\leq k\leq n.

By observing that

f(0)=(x0+x1++xn)21,f(0)=(x_{0}+x_{1}+\ldots+x_{n})^{2}-1,

the problem of finding the exact value of χn(a)\chi_{n}(a) in Equation (1.2) is equivalent to the following minimization problem, which we call Problem P1P_{1}.

Problem 3.1.

The optimization Problem P1P_{1} is defined as

P1P_{1}: Minimize F(𝐱)=(x0+x1++xn)21\displaystyle F(\mathbf{x})=(x_{0}+x_{1}+\ldots+x_{n})^{2}-1
subject to H1(𝐱)=x02+x12+x22++xn2=1,\displaystyle H_{1}(\mathbf{x})=x_{0}^{2}+x_{1}^{2}+x_{2}^{2}+\ldots+x_{n}^{2}=1,
H2(𝐱)=2(x0x1+x1x2++xn1xn)=a,\displaystyle H_{2}(\mathbf{x})=2(x_{0}x_{1}+x_{1}x_{2}+\ldots+x_{n-1}x_{n})=a,
G1(𝐱)=2(x0x2+x1x3++xn2xn)0,\displaystyle G_{1}(\mathbf{x})=2(x_{0}x_{2}+x_{1}x_{3}+\ldots+x_{n-2}x_{n})\geq 0,
G2(𝐱)=2(x0x3+x1x4++xn3xn)0,\displaystyle G_{2}(\mathbf{x})=2(x_{0}x_{3}+x_{1}x_{4}+\ldots+x_{n-3}x_{n})\geq 0,
\displaystyle\quad\quad\quad\vdots
Gn1(𝐱)=2x0xn0.\displaystyle G_{n-1}(\mathbf{x})=2x_{0}x_{n}\geq 0.

For Problem P1P_{1}, we denote the subset of n\mathbb{R}^{n} that satisfies all the conditions in the statement of the problem as S1S_{1}. One can note that if S1S_{1} is not empty, then it will be a closed set since

S1=H11({1})H21({a})i=1n1Gi1([0,)).\text{S1}=H_{1}^{-1}(\{1\})\cap H_{2}^{-1}(\{a\})\cap\bigcap_{i=1}^{n-1}G_{i}^{-1}([0,\infty)).

Moreover, the condition H1(𝐱)=1H_{1}(\mathbf{x})=1 implies that S1S_{1} is bounded, meaning S1S_{1} is a compact set. Since all the functions F,HiF,H_{i}, and GiG_{i} are continuous, the existence of a global solution is guaranteed by the Weierstrass Extreme Value Theorem.

Theorem 3.2 (Weierstrass Extreme Value Theorem).

[Mun00] Every continuous function on a compact set attains its extreme values on that set.

Applying the Weierstrass Extreme Value Theorem to Problem P1P_{1} guarantees the existence of a global minimum for F(𝐱)F(\mathbf{x}) on the set S1S_{1}.

3.1 Karush-Kuhn-Tucker Method

In order to solve Problem P1P_{1}, two classical approaches in mathematical optimization will be applied, which are Karush-Kuhn-Tucker conditions and penalty function. The Karush-Kuhn-Tucker conditions are the first derivative tests for a solution to be optimal in nonlinear programming. Given an optimization problem, we call it Problem PP.

Problem 3.2.

The optimization Problem PP is defined as

 P:Minimize f(𝐱) subject to gi(𝐱)0 for i=1,,jhi(𝐱)=0 for i=1,,k\begin{array}[]{ll}\text{ $P$:Minimize }&f(\mathbf{x})\\ \text{ subject to }&g_{i}(\mathbf{x})\leq 0\text{ for }i=1,\ldots,j\\ &h_{i}(\mathbf{x})=0\text{ for }i=1,\ldots,k\\ \end{array}

where f,g1,,gj,h1,,hkf,g_{1},\ldots,g_{j},h_{1},\ldots,h_{k} are all continuous function from n\mathbb{R}^{n} to \mathbb{R}.

For Problem PP, we denote the feasible regions as SS, which is defined as

S={𝐱=(x1,x2,,xn)n|hi(𝐱)=0,gi(𝐱)0}.S=\{{\mathbf{x}}=(x_{1},x_{2},\ldots,x_{n})\in\mathbb{R}^{n}|h_{i}({\mathbf{x}})=0,g_{i}({\mathbf{x}})\leq 0\}.

To guarantee the set SS is nonempty, the Slater’s condition will be checked in advance.

Definition 3.1 (Slater’s condition).

[BSS06] The Problem PP is said to satisfy Slater’s condition if we can find a vector 𝐱n\mathbf{x}\in\mathbb{R}^{n} such that

g1(𝐱)<0,g2(𝐱)<0,,gm(𝐱)<0.g_{1}(\mathbf{x})<0,g_{2}(\mathbf{x})<0,\cdots,g_{m}(\mathbf{x})<0.

The Karush-Kuhn-Tucker conditions are a set of requirements that must be satisfied by the optimal point of an optimization problem.

Theorem 3.3 (Karush-Kuhn-Tucker Necessary Conditions).

[BSS06] Let f:RnRf:R^{n}\rightarrow R, and gi:RnRg_{i}:R^{n}\rightarrow R for i=i= 1,,m1,\ldots,m. Consider Problem P{P}, which seeks to minimize f(𝐱)f({\mathbf{x}}) subject to gi(𝐱)0g_{i}({\mathbf{x}})\leq 0 for i=1,,ji=1,\ldots,j and hi(𝐱)=0h_{i}(\mathbf{x})=0 for i=1,,ki=1,\ldots,k. Suppose 𝐱¯\overline{\mathbf{x}} is a solution to this problem, and that f,gif,g_{i} and hih_{i} are all differentiable at 𝐱¯\overline{\mathbf{x}}. Furthermore, assume the gradients of the constraints, gi(𝐱¯)\nabla g_{i}(\overline{\mathbf{x}}), are linearly independent for all ii. If 𝐱¯\overline{\mathbf{x}} solves Problem P\mathrm{P} locally, there exist scalars uiu_{i} for iIi\in I such that:

f(𝐱¯)+i=1jλihi(𝐱)+i=1kuigi(𝐱¯)\displaystyle\nabla f(\overline{\mathbf{x}})+\sum_{i=1}^{j}\lambda_{i}\nabla h_{i}(\mathbf{x})+\sum_{i=1}^{k}u_{i}\nabla g_{i}(\overline{\mathbf{x}}) =𝟎\displaystyle=\mathbf{0}
uigi(𝐱¯)\displaystyle u_{i}g_{i}(\overline{\mathbf{x}}) =0\displaystyle=0 for i=1,,m\displaystyle\text{ for }i=1,\ldots,m
ui\displaystyle u_{i} 0\displaystyle\geq 0 for i=1,,m.\displaystyle\text{ for }i=1,\ldots,m.

For the problem P1P_{1} (Problem 3.1), since we can guarantee the existence of the optimal solution 𝐱¯\overline{\mathbf{x}}, this means we can find scalar λ1,λ2,u1,u2,,un1\lambda_{1},\lambda_{2},u_{1},u_{2},\ldots,u_{n-1} such that:

F(𝐱¯)+i=12λiHi(𝐱)+i=1n1uiGi(𝐱¯)\displaystyle\nabla F(\overline{\mathbf{x}})+\sum_{i=1}^{2}\lambda_{i}\nabla H_{i}(\mathbf{x})+\sum_{i=1}^{n-1}u_{i}\nabla G_{i}(\overline{\mathbf{x}}) =𝟎\displaystyle=\mathbf{0}
uiGi(𝐱¯)\displaystyle u_{i}G_{i}(\overline{\mathbf{x}}) =0\displaystyle=0 for i=1,,n\displaystyle\text{ for }i=1,\ldots,n
ui\displaystyle u_{i} 0\displaystyle\geq 0 for i=1,,n.\displaystyle\text{ for }i=1,\ldots,n.

3.2 Penalty Function

The second tool used is the penalty function, which transforms a constrained optimization problem into an unconstrained one. This is done by incorporating the constraints into the objective function through a penalty parameter that penalizes any violation of the constraints.

Consider Problem PP again. We can replace Problem PP with the following unconstrained problem.

Problem 3.3.

The optimization Problem P2P_{2} is defined as

Minimize f(𝐱)+μ[i=1j(hi(𝐱))2+i=1kmax{gi(𝐱),0}2]\displaystyle\quad f(\mathbf{x})+\mu\left[\sum_{i=1}^{j}\left(h_{i}(\mathbf{x})\right)^{2}+\sum_{i=1}^{k}\max\{g_{i}(\mathbf{x}),0\}^{2}\right]
subject to μ0.\displaystyle\quad\mu\geq 0.

For μ0\mu\geq 0, let us denote

α(𝐱)=i=1j(hi(𝐱))2+i=1kmax{gi(𝐱),0}2,\alpha(\mathbf{x})=\sum_{i=1}^{j}\left(h_{i}(\mathbf{x})\right)^{2}+\sum_{i=1}^{k}\max\{g_{i}(\mathbf{x}),0\}^{2},

and

θ(μ)=inf{f(𝐱)+μα(𝐱)}.\theta(\mu)=\inf\left\{f(\mathbf{x})+\mu\alpha(\mathbf{x})\right\}.

One can observe that when μ\mu is a large positive number, any point 𝐱n\mathbf{x}\in\mathbb{R}^{n} that violates the conditions in Problem PP will give α(𝐱)\alpha(\mathbf{x}) a large value, which causes f(𝐱)+μα(𝐱)>θ(μ)f(\mathbf{x})+\mu\alpha(\mathbf{x})>\theta(\mu).

The following theorem concludes this subsection, which states that solving Problem PP is equivalent to finding the value of

limμθ(μ).\lim_{\mu\to\infty}\theta(\mu).
Theorem 3.4.

[BSS06] Consider the following problem:

Minimizef(𝐱)subject togi(𝐱)0 for i=1,,jhi(𝐱)=0 for i=1,,k\begin{array}[]{ll}\text{Minimize}&f(\mathbf{x})\\ \text{subject to}&g_{i}(\mathbf{x})\leq 0\text{ for }i=1,\ldots,j\\ &h_{i}(\mathbf{x})=0\text{ for }i=1,\ldots,k\\ \end{array}

where f,g1,,gj,h1,,hkf,g_{1},\ldots,g_{j},h_{1},\ldots,h_{k} are continuous functions on n\mathbb{R}^{n}. Suppose that the problem has a feasible solution, and let α\alpha be a continuous function defined by

α(𝐱)=i=1j(hi(𝐱))2+i=1kmax{gi(𝐱),0}2.\alpha(\mathbf{x})=\sum_{i=1}^{j}\left(h_{i}(\mathbf{x})\right)^{2}+\sum_{i=1}^{k}\max\{g_{i}(\mathbf{x}),0\}^{2}.

Furthermore, suppose that for each μ\mu there exists a solution 𝐱μn\mathbf{x}_{\mu}\in\mathbb{R}^{n} to the problem of minimizing f(𝐱)+μα(𝐱)f(\mathbf{x})+\mu\alpha(\mathbf{x}), then

inf{f(𝐱)𝐠(𝐱)𝟎,𝐡(𝐱)=𝟎,𝐱X}=limμθ(μ),\inf\{f(\mathbf{x})\mid\mathbf{g}(\mathbf{x})\leq\mathbf{0},\mathbf{h}(\mathbf{x})=\mathbf{0},\mathbf{x}\in X\}=\lim_{\mu\to\infty}\theta(\mu),

where θ(μ)=inf{f(𝐱)+μα(𝐱)𝐱n}=f(𝐱μ)+μα(𝐱μ)\theta(\mu)=\inf\{f(\mathbf{x})+\mu\alpha(\mathbf{x})\mid\mathbf{x}\in\mathbb{R}^{n}\}=f\left(\mathbf{x}_{\mu}\right)+\mu\alpha\left(\mathbf{x}_{\mu}\right). Furthermore, the limit 𝐱¯\overline{\mathbf{x}} of any convergent subsequence of {𝐱μ}\left\{\mathbf{x}_{\mu}\right\} is an optimal solution to the original problem, and μα(𝐱μ)0\mu\alpha\left(\mathbf{x}_{\mu}\right)\rightarrow 0 as μ\mu\rightarrow\infty.

3.3 General Procedure

In this subsection, we describe a general procedure that combines the Karush-Kuhn-Tucker conditions and the penalty function to solve Problem PP when the solution exists. As the main problem of interest, Problem P1P_{1} (Problem 3.1), is guaranteed to have an optimal solution by Theorem 3.2.

Let 𝐱¯\overline{\mathbf{x}} be the optimal solution of Problem PP (Problem 3.2). According to the Karush-Kuhn-Tucker conditions, it should satisfy the following three conditions:

  1. 1.

    Feasibility. The point 𝐱¯\overline{\mathbf{x}} lies in the feasible region, which means hi(𝐱¯)=0h_{i}(\overline{\mathbf{x}})=0 for i=1,2,3,,ji=1,2,3,\ldots,j and gi(𝐱¯)0g_{i}(\overline{\mathbf{x}})\leq 0 for i=1,2,3,,ki=1,2,3,\ldots,k.

  2. 2.

    Stationarity. The parameters λ1,λ2,,λj,u1,u2,,uk\lambda_{1},\lambda_{2},\ldots,\lambda_{j},u_{1},u_{2},\ldots,u_{k} can be found such that

    f(𝐱¯)+i=1jλihi(𝐱)+i=1kuigi(𝐱¯)=𝟎.\nabla f(\overline{\mathbf{x}})+\sum_{i=1}^{j}\lambda_{i}\nabla h_{i}(\mathbf{x})+\sum_{i=1}^{k}u_{i}\nabla g_{i}(\overline{\mathbf{x}})=\mathbf{0}.
  3. 3.

    Complementary Slackness. The parameters u1,u2,,uku_{1},u_{2},\ldots,u_{k} should satisfy

    uigi(𝐱¯)\displaystyle u_{i}g_{i}(\overline{\mathbf{x}}) =0,\displaystyle=0,
    ui\displaystyle u_{i} 0.\displaystyle\geq 0.

Next, we describe the procedure to determine the exact value of 𝐱¯\overline{\mathbf{x}}. First, by Condition 3, Problem PP can be decomposed into several subproblems. Complementary slackness stipulates that for each inequality constraint gi(x)0g_{i}(x)\leq 0, the corresponding Lagrange multiplier uiu_{i} must satisfy uigi(x)=0u_{i}g_{i}(x)=0. This means that for any optimal solution, either the constraint is active (gi(x)=0g_{i}(x)=0 and uiu_{i} can be nonzero) or inactive (gi(x)<0g_{i}(x)<0 and ui=0u_{i}=0). By enumerating all possible combinations of active and inactive constraints, 2k2^{k} subproblems can be generated, with each combination treated as a separate case. For each subproblem, the active constraints are converted into equality constraints, while the inactive constraints are disregarded, with their corresponding Lagrange multipliers set to zero. Each subproblem is then solved individually. By comparing the solutions of all subproblems, the optimal solution that satisfies the original constraints and minimizes the objective function is identified.

In order to solve each subproblem, a penalty function method will be applied. For a subproblem where certain constraints gi(x)g_{i}(x) are active and others are inactive, we construct a penalized objective function:

Φ(x,μ)=f(x)+μi=1jhi(x)2+μigi(x)2,\Phi(x,\mu)=f(x)+\mu\sum_{i=1}^{j}h_{i}(x)^{2}+\mu\sum_{i\in\mathcal{I}}g_{i}(x)^{2},

where {1,2,3,,k}\mathcal{I}\subset\{1,2,3,\ldots,k\} denotes the set of active constraints, and μ\mu is the penalty parameter. The equality constraints hi(x)=0h_{i}(x)=0 are always included in the penalty term. We then solve the unconstrained minimization problem:

xμ=infxΦ(x,μ)x_{\mu}=\inf_{x}\Phi(x,\mu)

using a gradient-based optimization method. Let x=limμxμx^{*}=\lim_{\mu\to\infty}x_{\mu}, then xx^{*} will be the solution of the subproblem.

Next, we want to verify that the solution xx^{*} satisfies the stationarity condition (Condition 2) under some assumptions. By the optimality of xμx_{\mu}, for every μ0\mu\geq 0,

f(xμ)+μi=1j2hi(xμ)hi(xμ)+μi2gi(xμ)gi(xμ)=𝟎.\nabla f(x_{\mu})+\mu\sum_{i=1}^{j}2h_{i}(x_{\mu})\nabla h_{i}(x_{\mu})+\mu\sum_{i\in\mathcal{I}}2g_{i}(x_{\mu})\nabla g_{i}(x_{\mu})=\mathbf{0}.

By letting μ\mu\to\infty,

f(x)+i=1j(limμ2μhi(xμ))hi(xμ)+i(limμ2μgi(xμ))gi(xμ)=𝟎,\nabla f(x^{*})+\sum_{i=1}^{j}\left(\lim_{\mu\to\infty}2\mu h_{i}(x_{\mu})\right)\nabla h_{i}(x_{\mu})+\sum_{i\in\mathcal{I}}\left(\lim_{\mu\to\infty}2\mu g_{i}(x_{\mu})\right)\nabla g_{i}(x_{\mu})=\mathbf{0},

thus if the limits in the equation exist, we can choose

λi\displaystyle\lambda_{i} =limμ2μhi(xμ)\displaystyle=\lim_{\mu\to\infty}2\mu h_{i}(x_{\mu}) (for i=1,2,3,,j),\displaystyle\text{(for $i=1,2,3,\ldots,j$)},
ui\displaystyle u_{i} =limμ2μgi(xμ)\displaystyle=\lim_{\mu\to\infty}2\mu g_{i}(x_{\mu}) (for i),\displaystyle\text{(for $i\in\mathcal{I}$)},
ui\displaystyle u_{i} =0\displaystyle=0 (for i),\displaystyle\text{(for $i\notin\mathcal{I}$)},

in this case, the solution xx^{*} satisfies the stationarity condition.

After obtaining solutions for each subproblem using the penalty function method, the final step is to ensure that each solution satisfies the original constraints. We check if xx^{*} complies with the feasibility (Condition 1), including equality hi(x)=0h_{i}(x)=0 for i=1,2,,ji=1,2,\ldots,j and inequality gi(x)0g_{i}(x)\leq 0 for i=1,2,,ki=1,2,\ldots,k. If xx^{*} violates any constraint, it is considered as infeasible. Feasible solutions are then compared based on their objective function values, with the lowest value indicating the optimal solution. This process ensures that the selected solution not only meets all the constraints, but also minimizes the objective function effectively.

4 Exact value of V4V_{4}.

In this chapter, we will focus on determining the exact value of V4V_{4}, continuing from the methodology established in the previous section. From Equation (1.2), the value of V4V_{4} is given by

V4=infa(1,2cosπ6]χ4(a)(a1)2,V_{4}=\inf_{a\in\left(1,2\displaystyle{}\cos\frac{\pi}{6}\right]}\frac{\chi_{4}(a)}{(\sqrt{a}-1)^{2}},

where χ4(a)\chi_{4}(a) is defined as

χ4(a)=inf{f(0)1f(ϕ)C4,a0(f)=1 and a1(f)=a}.\chi_{4}(a)=\inf\left\{f(0)-1\mid f(\phi)\in C_{4},a_{0}\left(f\right)=1\text{ and }a_{1}\left(f\right)=a\right\}.

To find the exact value of V4V_{4}, we will employ the Karush-Kuhn-Tucker conditions along with the penalty function method to solve the optimization problem associated with χ4(a)\chi_{4}(a).

Before solving the problem, it is crucial to restrict the range of aa to a smaller interval for computational efficiency and theoretical accuracy.

4.1 Revisit of Arestov and Kondrat’ev’s method.

In this subsection, we will show that

V4=infa[1.5597515,2cosπ6]χ4(a)(a1)2.V_{4}=\inf_{\displaystyle{}a\in\left[1.5597515,2\cos\frac{\pi}{6}\right]}\frac{\chi_{4}(a)}{(\sqrt{a}-1)^{2}}.

To prove this, we revisit the approach used by Arestov and Kondratev [AK90], which provides a set of key inequalities that give χn(a)\chi_{n}(a) lower bounds. The following theorem gives a simple lower bound for χn(a)\chi_{n}(a).

Theorem 4.1.

[AK90] For a(1,2cosπn+2]\displaystyle{}a\in\left(1,2\cos\frac{\pi}{n+2}\right], the functions χn(a)\chi_{n}(a) for n2n\geq 2 possess the following property

χn(a)2a1.\displaystyle\chi_{n}(a)\geq 2a-1. (4.1)
Proof.

Given a cosine polynomial f(ϕ)Cnf(\phi)\in C_{n} with the following expression

f(ϕ)=1+acosϕ+a2cos2ϕ++ancosnϕ.f(\phi)=1+a\cos\phi+a_{2}\cos 2\phi+\ldots+a_{n}\cos n\phi.

By the nonnegativity of f(ϕ)f(\phi), one has f(π)0f(\pi)\geq 0, which implies

01a+k=2n(1)kak12a+k=1nak,0\leq 1-a+\sum_{k=2}^{n}(-1)^{k}a_{k}\leq 1-2a+\sum_{k=1}^{n}a_{k},

this implies χn(a)=k=1nak2a1\displaystyle{}\chi_{n}(a)=\sum_{k=1}^{n}a_{k}\geq 2a-1. ∎

Subsequently, Arestov and Kondrat’ev employed a more sophisticated approach to establish a precise bound for χn(a)\chi_{n}(a). Given a real value function m:m:\mathbb{R}\to\mathbb{R} such that it is nonnegative on the interval [a,b][a,b]\subset\mathbb{R}. Then for any f(ϕ)Cnf(\phi)\in C_{n} with the following expression

f(ϕ)=1+acosϕ+a2cos2ϕ++ancosnϕ,f(\phi)=1+a\cos\phi+a_{2}\cos 2\phi+\ldots+a_{n}\cos n\phi,

one could define a positive functional S:CnS:C_{n}\to\mathbb{R}

S(f)=f(ϕ0)+abm(ϕ)f(ϕ)𝑑ϕ0.S(f)=f(\phi_{0})+\int_{a}^{b}m(\phi)f(\phi)d\phi\geq 0.

If we write s(k)=S(coskϕ)s(k)=S(\cos k\phi), then one will have

S(f)=s(0)+as(1)+k=2naks(k)\displaystyle S(f)=s(0)+as(1)+\sum_{k=2}^{n}a_{k}s(k) 0.\displaystyle\geq 0.

Let M=sup2kns(k)\displaystyle{}M=\sup_{2\leq k\leq n}s(k), then

Mk=1nanMa+k=2naks(k)[Ms(1)]as(0).\displaystyle M\sum_{k=1}^{n}a_{n}\geq Ma+\sum_{k=2}^{n}a_{k}s(k)\geq[M-s(1)]a-s(0).

When M=1M=1, this gives

χn(a)(1s(1))as(0).\displaystyle\chi_{n}(a)\geq(1-s(1))a-s(0).

By choosing different nonnegativefunction m(ϕ)m(\phi) such that M=1M=1, one could obtain several lower bounds of χn(a).\chi_{n}(a). More specifically, Arestov and Kondrat’ev [AK90] have employed the following functions

S(f)\displaystyle S(f) =f(π)+π/2π(3.73866441.4700922cos4ϕ2.2685722cos8ϕ)f(ϕ)𝑑ϕ,\displaystyle=f(\pi)+\int_{\pi/2}^{\pi}\left(3.7386644-1.4700922\cos 4\phi-2.2685722\cos 8\phi\right)f(\phi)d\phi,
S(f)\displaystyle S(f) =f(2π3)+π/3π(23+8(ϕπ3))f(ϕ)dϕ,\displaystyle=f\left(\frac{2\pi}{3}\right)+\int_{\pi/3}^{\pi}\left(2\sqrt{3}+8\left(\phi-\frac{\pi}{3}\right)\right)f(\phi)\mathrm{d}\phi,

to find another two useful lower bounds of χn(a)\chi_{n}(a).

Theorem 4.2.

[AK90] For a(1,2cosπn+2]\displaystyle{}a\in\left(1,2\cos\frac{\pi}{n+2}\right], the functions χn(a)\chi_{n}(a) for n2n\geq 2 possess the following properties:

  1. C.1

    χn(a)5.8726781a6.8726781,\chi_{n}(a)\geq 5.8726781a-6.8726781,

  2. C.2

    χn(a)16.5a25.8011608.\chi_{n}(a)\geq 16.5a-25.8011608.

These inequalities will serve as a foundation to the following theorem. The following theorem shows that the exact value of V4V_{4} is the infimum of the function χ4(a)(a1)2\displaystyle{}\frac{\chi_{4}(a)}{(\sqrt{a}-1)^{2}} over a specific interval.

Theorem 4.3.

The exact value of V4V_{4} is

V4=infa[1.5597515,2cosπ6]χ4(a)(a1)2.V_{4}=\inf_{\displaystyle{}a\in\left[1.5597515,2\cos\frac{\pi}{6}\right]}\frac{\chi_{4}(a)}{(\sqrt{a}-1)^{2}}.
Proof.

Since the set of cosine polynomials C3C4C_{3}\subset C_{4}, one have V4V3=36.9199911V_{4}\leq V_{3}=36.9199911. However, by Theorem 4.1 and Theorem 4.2, we have

V4(a)\displaystyle V_{4}(a) F1(a)=2a1(a1)2,\displaystyle\geq F_{1}(a)=\frac{2a-1}{(\sqrt{a}-1)^{2}}, (4.2)
V4(a)\displaystyle V_{4}(a) F2(a)=5.8726781a6.8726781(a1)2.\displaystyle\geq F_{2}(a)=\frac{5.8726781a-6.8726781}{(\sqrt{a}-1)^{2}}. (4.3)

for a(1,2cosπ6].a\in\left(1,2\displaystyle{}\cos\frac{\pi}{6}\right]. Given function F:(1,)F:(1,\infty)\to\mathbb{R} with the form

F(a)=AaB(a1)2,F(a)=\frac{Aa-B}{(\sqrt{a}-1)^{2}},

where A,BA,B are constant. Taking the derivative, one has

F(a)=BAx(x1)3x.F^{\prime}(a)=\frac{B-A\sqrt{x}}{(\sqrt{x}-1)^{3}\sqrt{x}}.

This implies when A>BA>B the function F(a)F(a) is decreasing on the interval (1,)(1,\infty). On the other hand, when A<BA<B, the function increasing on the interval (1,(B/A)2]\displaystyle{}\left(1,(B/A)^{2}\right] and decreasing on the interval [(B/A)2,)\displaystyle{}[(B/A)^{2},\infty). Apply this on the function F1(a),F2(a)F_{1}(a),F_{2}(a) and F3(a)F_{3}(a), we found out F1(a)F_{1}(a) is a decreasing function on the interval (1,2cosπ6]\displaystyle{}\left(1,2\cos\frac{\pi}{6}\right]. However, the function F2(a)F_{2}(a) is increasing on (1,1.3695543](1,1.3695543] and is decreasing on the interval [1.3695543,2cosπ6]\displaystyle{}\left[1.3695543,2\cos\frac{\pi}{6}\right].

Now, given any f(ϕ)C4f(\phi)\in C_{4} with a0(f)=1,a1(f)=a(1,1.5275169]a_{0}(f)=1,a_{1}(f)=a\in(1,1.5275169], one has

v(f)χ4(a)(a1)2F1(a)F1(1.5275169)=36.9199978>V4.v(f)\geq\frac{\chi_{4}(a)}{(\sqrt{a}-1)^{2}}\geq F_{1}(a)\geq F_{1}(1.5275169)=36.9199978>V_{4}.

Similarly, for any f(ϕ)C4f(\phi)\in C_{4} with a0(f)=1,a1(f)=a[1.5275169,1.5597515]a_{0}(f)=1,a_{1}(f)=a\in[1.5275169,1.5597515], one could obtain

v(f)χ4(a)(a1)2F2(a)F2(1.5597515)=36.9199930>V4.v(f)\geq\frac{\chi_{4}(a)}{(\sqrt{a}-1)^{2}}\geq F_{2}(a)\geq F_{2}(1.5597515)=36.9199930>V_{4}.

This completes the proof. ∎

4.2 Exact value of V4V_{4}.

By Fejer-Reisz theorem, the problem of finding the χ4(a)\chi_{4}(a) for a(1,2cosπ6]\displaystyle{}a\in\left(1,2\displaystyle{}\cos\frac{\pi}{6}\right] can be formalized as the minimization problem in 5\mathbb{R}^{5} as:

Problem 4.1.

Consider the optimization problem P1(a)P_{1}(a) defined as follows:

P1(a)P_{1}(a): Minimize F(𝐱)=(x0+x1++x4)21\displaystyle F(\mathbf{x})=(x_{0}+x_{1}+\ldots+x_{4})^{2}-1
subject to H1(𝐱)=x02+x12+x22++x42=1,\displaystyle H_{1}(\mathbf{x})=x_{0}^{2}+x_{1}^{2}+x_{2}^{2}+\ldots+x_{4}^{2}=1,
H2(𝐱)=2(x0x1+x1x2++x3x4)=a,\displaystyle H_{2}(\mathbf{x})=2(x_{0}x_{1}+x_{1}x_{2}+\ldots+x_{3}x_{4})=a,
G1(𝐱)=2(x0x2+x1x3+x2x4)0,\displaystyle G_{1}(\mathbf{x})=2(x_{0}x_{2}+x_{1}x_{3}+x_{2}x_{4})\geq 0,
G2(𝐱)=2(x0x3+x1x4)0,\displaystyle G_{2}(\mathbf{x})=2(x_{0}x_{3}+x_{1}x_{4})\geq 0,
G3(𝐱)=2x0x40.\displaystyle G_{3}(\mathbf{x})=2x_{0}x_{4}\geq 0.

Define p1(a)p_{1}(a) as the optimal value of the objective function F(𝐱)F(\mathbf{x}) for a given aa:

p1(a)=min𝐱F(𝐱)subject to the constraints of P1(a).p_{1}(a)=\min_{\mathbf{x}}F(\mathbf{x})\quad\text{subject to the constraints of }P_{1}(a).

However, instead of considering Problem P1(a)P_{1}(a) with five constraints, we will consider the following problem with two constraints.

Problem 4.2.

Consider the optimization problem P2(a)P_{2}(a) defined as follows:

Minimize F(𝐱)=(x0+x1++x4)21\displaystyle F(\mathbf{x})=(x_{0}+x_{1}+\ldots+x_{4})^{2}-1
subject to H1(𝐱)=i=04xi2=1,\displaystyle H_{1}(\mathbf{x})=\sum_{i=0}^{4}x_{i}^{2}=1,
H2(𝐱)=2(x0x1+x1x2++x3x4)=a.\displaystyle H_{2}(\mathbf{x})=2\left(x_{0}x_{1}+x_{1}x_{2}+\ldots+x_{3}x_{4}\right)=a.

Define p2(a)p_{2}(a) as the optimal value of the objective function F(𝐱)F(\mathbf{x}) for a given aa:

p2(a)=min𝐱F(𝐱)subject to the constraints of P2(a).p_{2}(a)=\min_{\mathbf{x}}F(\mathbf{x})\quad\text{subject to the constraints of }P_{2}(a).

Since the feasible region of problem P1(a)P_{1}(a) is the subset of the feasible region of problem P2(a)P_{2}(a), this implies

χ4(a)=p1(a)p2(a).\chi_{4}(a)=p_{1}(a)\geq p_{2}(a).

If the optimal point of problem P2(a)P_{2}(a) also satisfies the condition G1(𝐱) and G2(𝐱)G_{1}(\mathbf{x})\text{ and }G_{2}(\mathbf{x}), then the optimal point will lie inside the feasible region of problem P1(a)P_{1}(a). In this case,

χ4(a)=p1(a)=p2(a).\chi_{4}(a)=p_{1}(a)=p_{2}(a).
Theorem 4.4.

The exact value of V4V_{4} is given by:

V4=infa[1.5597515,2cosπ6]p2(a)(a1)2=34.8992259.\displaystyle{}V_{4}=\inf_{a\in\displaystyle{}\left[1.5597515,2\cos\frac{\pi}{6}\right]}\frac{p_{2}(a)}{(\sqrt{a}-1)^{2}}=34.8992259.

The exact solution corresponding to this infimum could be obtained at the point

p=[0.2114174,0.5028452,0.6363167,0.5028451,0.2114174]5.p=[0.2114174,0.5028452,0.6363167,0.5028451,0.2114174]\in\mathbb{R}^{5}.

It corresponds to the following polynomial in C4C_{4},

f(ϕ)=a0+a1cosϕ+a2cos2ϕ+a3cos3ϕ+a4cos4ϕ,f(\phi)=a_{0}+a_{1}\cos\phi+a_{2}\cos 2\phi+a_{3}\cos 3\phi+a_{4}\cos 4\phi,

where

a0\displaystyle a_{0} =1,\displaystyle=1,
a1\displaystyle a_{1} =1.7051159,\displaystyle=1.7051159,
a2\displaystyle a_{2} =1.0438202,\displaystyle=1.0438202,
a3\displaystyle a_{3} =0.4252409,\displaystyle=0.4252409,
a4\displaystyle a_{4} =0.0893946.\displaystyle=0.0893946.
Proof.

Fix an a[1.5597515,2cosπ6]\displaystyle{}a\in\left[1.5597515,2\cos\frac{\pi}{6}\right], by penalty function method (Theorem 3.4), we have

p2(a)=limμθ1(μ),p_{2}(a)=\lim_{\mu\to\infty}\theta_{1}(\mu),

where

θ1(μ)\displaystyle\theta_{1}(\mu) =inf{F(𝐱)+μ((H1(𝐱)1)2+(H2(𝐱)a)2)𝐱5}.\displaystyle=\inf\left\{F(\mathbf{x})+\mu\left((H_{1}(\mathbf{x})-1)^{2}+(H_{2}(\mathbf{x})-a)^{2}\right)\mid\mathbf{x}\in\mathbb{R}^{5}\right\}.

Then, a Matlab-based algorithm is employed to compute the p2(a)(a1)2\displaystyle{}\frac{p_{2}(a)}{(\sqrt{a}-1)^{2}}. The algorithm utilizes the Newton-Raphson method in conjunction with a penalty function approach to iteratively find the minimizer of the penalized objective function. The detailed Matlab implementation is provided in Appendix B. The Figure 5 shows the ratio p2(a)(a1)2\displaystyle{}\frac{p_{2}(a)}{(\sqrt{a}-1)^{2}}.

Refer to caption
Figure 5: The ratio p2(a)(a1)2\displaystyle{}\frac{p_{2}(a)}{(\sqrt{a}-1)^{2}}.

Then, the infimum of the ratio is determined to be 34.899225934.8992259, which could be achieved at several points, such as

p=[0.2114174,0.5028451,0.6363167,0.5028451,0.2114174].p=[0.2114174,0.5028451,0.6363167,0.5028451,0.2114174].

The polynomial corresponding to this solution is,

f(ϕ)=a0+a1cosϕ+a2cos2ϕ+a3cos3ϕ+a4cos4ϕ,f(\phi)=a_{0}+a_{1}\cos\phi+a_{2}\cos 2\phi+a_{3}\cos 3\phi+a_{4}\cos 4\phi,

where

a0\displaystyle a_{0} =1,\displaystyle=1,
a1\displaystyle a_{1} =1.7051159,\displaystyle=1.7051159,
a2\displaystyle a_{2} =1.0438202,\displaystyle=1.0438202,
a3\displaystyle a_{3} =0.4252409,\displaystyle=0.4252409,
a4\displaystyle a_{4} =0.0893946.\displaystyle=0.0893946.

One could see that the point pp also lies in the feasible region of P1(a1)P_{1}(a_{1}). This implies that the optimal solution of problem P2(a1)P_{2}(a_{1}) is also the optimal solution of problem P1(a1)P_{1}(a_{1}) and thus agrees with the value of χ4(a1)\chi_{4}(a_{1}). By the relationship

χ4(a)(a1)2p2(a)(a1)2,\frac{\chi_{4}(a)}{(\sqrt{a}-1)^{2}}\geq\frac{p_{2}(a)}{(\sqrt{a}-1)^{2}},

one can conclude

V4\displaystyle V_{4} =infa[1.5597515,2cosπ6]χ4(a)(a1)2\displaystyle=\inf_{a\in\displaystyle{}\left[1.5597515,2\cos\frac{\pi}{6}\right]}\frac{\chi_{4}(a)}{(\sqrt{a}-1)^{2}}
=infa[1.5597515,2cosπ6]p2(a)(a1)2\displaystyle=\inf_{a\in\displaystyle{}\left[1.5597515,2\cos\frac{\pi}{6}\right]}\frac{p_{2}(a)}{(\sqrt{a}-1)^{2}}
=34.8992259.\displaystyle=34.8992259.

This completes the proof. ∎

5 Exact value of V5V_{5}.

In this section, we aim to determine the exact value of V5V_{5}, following a similar method used in the previous section. From Equation (1.2), the value of V5V_{5} is given by

V5=infa(1,2cosπ7]χ5(a)(a1)2,V_{5}=\inf_{\displaystyle{}a\in\left(1,2\displaystyle{}\cos\frac{\pi}{7}\right]}\frac{\chi_{5}(a)}{(\sqrt{a}-1)^{2}},

where χ5(a)\chi_{5}(a) is defined as

χ5(a)=inf{f(0)1f(ϕ)C5,a0(f)=1 and a1(f)=a}.\chi_{5}(a)=\inf\left\{f(0)-1\mid f(\phi)\in C_{5},a_{0}\left(f\right)=1\text{ and }a_{1}\left(f\right)=a\right\}.

5.1 Exact value of V5V_{5}.

First, we will restrict the range of aa to a smaller interval for computational efficiency and theoretical accuracy as illustrated in the last section. The following theorem states that in order to find the exact value of V5V_{5}, one only needs to find the exact value of χ5(a)\chi_{5}(a) for a[1.6456659,2cosπ7]\displaystyle{}a\in\left[1.6456659,2\cos\frac{\pi}{7}\right].

Theorem 5.1.

The exact Value of V5V_{5} is

V5=infa[1.6456659,2cosπ7]χ5(a)(a1)2.V_{5}=\inf_{\displaystyle{}a\in\left[1.6456659,2\cos\frac{\pi}{7}\right]}\frac{\chi_{5}(a)}{(\sqrt{a}-1)^{2}}.
Proof.

Since the set of cosine polynomials C4C5C_{4}\subset C_{5}, one have V5V4=34.8992259V_{5}\leq V_{4}=34.8992259. However, by Theorem 4.1 and Theorem 4.2, we have

V5(a)\displaystyle V_{5}(a) F1(a)=2a1(a1)2,\displaystyle\geq F_{1}(a)=\frac{2a-1}{(\sqrt{a}-1)^{2}}, (5.1)
V5(a)\displaystyle V_{5}(a) F2(a)=5.8726781a6.8726781(a1)2.\displaystyle\geq F_{2}(a)=\frac{5.8726781a-6.8726781}{(\sqrt{a}-1)^{2}}. (5.2)

for a(1,2cosπ7].a\in\left(1,2\displaystyle{}\cos\frac{\pi}{7}\right]. Given function F:(1,)F:(1,\infty)\to\mathbb{R} with the form

F(a)=AaB(a1)2,F(a)=\frac{Aa-B}{(\sqrt{a}-1)^{2}},

where A,BA,B are constant. Taking the derivative, one have

F(a)=BAx(x1)3x.F^{\prime}(a)=\frac{B-A\sqrt{x}}{(\sqrt{x}-1)^{3}\sqrt{x}}.

This implies when A>BA>B the function F(a)F(a) is decreasing on the interval (1,)(1,\infty). On the other hand, when A<BA<B, the function increasing on the interval (1,(B/A)2]\displaystyle{}\left(1,(B/A)^{2}\right] and decreasing on the interval [(B/A)2,)\displaystyle{}[(B/A)^{2},\infty). Apply this on the function F1(a)F_{1}(a) and F2(a)F_{2}(a), we found out F1(a)F_{1}(a) is a decreasing function on the interval (1,2cosπ7]\displaystyle{}\left(1,2\cos\frac{\pi}{7}\right]. However, the function F2(a)F_{2}(a) is increasing on (1,1.3695543](1,1.3695543] and is decreasing on the interval [1.3695543,2cosπ7]\displaystyle{}\left[1.3695543,2\cos\frac{\pi}{7}\right].

Now, given any f(ϕ)C5f(\phi)\in C_{5} with a0(f)=1,a1(f)=a(1,1.5510971]a_{0}(f)=1,a_{1}(f)=a\in(1,1.5510971], one has

v(f)χ(a)(a1)2F1(a)F1(1.5510971)=34.8992605>V5.v(f)\geq\frac{\chi(a)}{(\sqrt{a}-1)^{2}}\geq F_{1}(a)\geq F_{1}(1.5510971)=34.8992605>V_{5}.

Similarly, for any f(ϕ)C5f(\phi)\in C_{5} with a0(f)=1,a1(f)=a[1.5510971,1.6456659]a_{0}(f)=1,a_{1}(f)=a\in[1.5510971,1.6456659], one could obtain

v(f)χ(a)(a1)2F2(a)F2(1.6456659)=34.8992261>V5.v(f)\geq\frac{\chi(a)}{(\sqrt{a}-1)^{2}}\geq F_{2}(a)\geq F_{2}(1.6456659)=34.8992261>V_{5}.

This completes the proof. ∎

By Fejer-Reisz theorem, the problem of finding the χ5(a)\chi_{5}(a) for a(1,2cosπ7]\displaystyle{}a\in\left(1,2\displaystyle{}\cos\frac{\pi}{7}\right] can be formalized as the minimization problem in 6\mathbb{R}^{6} as:

Problem 5.1.

Consider the optimization problem Q1(a)Q_{1}(a) defined as follows:

Q1(a)Q_{1}(a): Minimize F(𝐱)=(x0+x1++x5)21\displaystyle F(\mathbf{x})=(x_{0}+x_{1}+\ldots+x_{5})^{2}-1
subject to H1(𝐱)=x02+x12+x22++x52=1,\displaystyle H_{1}(\mathbf{x})=x_{0}^{2}+x_{1}^{2}+x_{2}^{2}+\ldots+x_{5}^{2}=1,
H2(𝐱)=2(x0x1+x1x2++x4x5)=a,\displaystyle H_{2}(\mathbf{x})=2(x_{0}x_{1}+x_{1}x_{2}+\ldots+x_{4}x_{5})=a,
G1(𝐱)=2(x0x2+x1x3++x3x5)0,\displaystyle G_{1}(\mathbf{x})=2(x_{0}x_{2}+x_{1}x_{3}+\ldots+x_{3}x_{5})\geq 0,
G2(𝐱)=2(x0x3+x1x4+x2x5)0,\displaystyle G_{2}(\mathbf{x})=2(x_{0}x_{3}+x_{1}x_{4}+x_{2}x_{5})\geq 0,
\displaystyle\quad\quad\quad\vdots
G4(𝐱)=2x0x50.\displaystyle G_{4}(\mathbf{x})=2x_{0}x_{5}\geq 0.

Define q1(a)q_{1}(a) as the optimal value of the objective function F(𝐱)F(\mathbf{x}) for a given aa:

q1(a)=min𝐱F(𝐱)subject to the constraints of Q1(a).q_{1}(a)=\min_{\mathbf{x}}F(\mathbf{x})\quad\text{subject to the constraints of }Q_{1}(a).

However, instead of considering Problem Q1(a)Q_{1}(a) with six constraints, we will consider the following problem with three constraints.

Problem 5.2.

Consider the optimization problem Q2(a)Q_{2}(a) defined as follows:

Minimize F(𝐱)=(x0+x1++x5)21\displaystyle F(\mathbf{x})=(x_{0}+x_{1}+\ldots+x_{5})^{2}-1
subject to H1(𝐱)=i=05xi2=1,\displaystyle H_{1}(\mathbf{x})=\sum_{i=0}^{5}x_{i}^{2}=1,
H2(𝐱)=2(x0x1+x1x2++x4x5)=a,\displaystyle H_{2}(\mathbf{x})=2\left(x_{0}x_{1}+x_{1}x_{2}+\ldots+x_{4}x_{5}\right)=a,
G4(𝐱)=2x0x50.\displaystyle G_{4}(\mathbf{x})=2x_{0}x_{5}\geq 0.

Define q2(a)q_{2}(a) as the optimal value of the objective function F(𝐱)F(\mathbf{x}) for a given aa:

q2(a)=min𝐱F(𝐱)subject to the constraints of Q2(a).q_{2}(a)=\min_{\mathbf{x}}F(\mathbf{x})\quad\text{subject to the constraints of }Q_{2}(a).

Since the feasible region of problem Q1(a)Q_{1}(a) is the subset of the feasible region of problem Q2(a)Q_{2}(a), this implies

χ5(a)=q1(a)q2(a).\chi_{5}(a)=q_{1}(a)\geq q_{2}(a).

If the optimal point of problem Q2(a)Q_{2}(a) also satisfies the condition G1(𝐱),G2(𝐱), and G3(𝐱)G_{1}(\mathbf{x}),G_{2}(\mathbf{x}),\text{ and }G_{3}(\mathbf{x}), then the optimal point will lie inside the feasible region of problem Q1(a)Q_{1}(a). In this case,

χ5(a)=q1(a)=q2(a).\chi_{5}(a)=q_{1}(a)=q_{2}(a).
Theorem 5.2.

The exact value of V5V_{5} can be expressed as:

V5=infa[1.6456659,2cosπ7]q2(a)(a1)2=34.8992259.V_{5}=\inf_{\displaystyle{}a\in\left[1.6456659,2\cos\frac{\pi}{7}\right]}\frac{q_{2}(a)}{(\sqrt{a}-1)^{2}}=34.8992259.

The exact solution corresponding to this infimum could be obtained at the point

q=[0.2114174,0.5028451,0.6363167,0.5028451,0.2114174,0].q=[0.2114174,0.5028451,0.6363167,0.5028451,0.2114174,0].

The polynomial corresponding to this solution is,

f(ϕ)=a0+a1cosϕ+a2cos2ϕ+a3cos3ϕ+a4cos4ϕ+a5cos5ϕ,f(\phi)=a_{0}+a_{1}\cos\phi+a_{2}\cos 2\phi+a_{3}\cos 3\phi+a_{4}\cos 4\phi+a_{5}\cos 5\phi,

where

a0\displaystyle a_{0} =1,\displaystyle=1,
a1\displaystyle a_{1} =1.7051159,\displaystyle=1.7051159,
a2\displaystyle a_{2} =1.0438202,\displaystyle=1.0438202,
a3\displaystyle a_{3} =0.4252409,\displaystyle=0.4252409,
a4\displaystyle a_{4} =0.0893946,\displaystyle=0.0893946,
a5\displaystyle a_{5} =0.\displaystyle=0.
Proof.

Fix an a[1.64566600,2cosπ7]\displaystyle{}a\in\left[1.64566600,2\cos\frac{\pi}{7}\right], we would first like to establish the numerical solution of the optimization problem Q2(a)Q_{2}(a). By applying the Karush-Kuhn-Tucker conditions (Theorem 3.3), if a point 𝐱¯6\overline{\mathbf{x}}\in\mathbb{R}^{6} solves Problem Q2(a)Q_{2}(a) globally, there exist scalars λ1,λ2,\lambda_{1},\lambda_{2}, and u1u_{1} such that the following conditions hold:

F(𝐱¯)+i=12λiHi(𝐱¯)+u1G4(𝐱¯)\displaystyle\nabla F(\overline{\mathbf{x}})+\sum_{i=1}^{2}\lambda_{i}\nabla H_{i}(\overline{\mathbf{x}})+u_{1}\nabla G_{4}(\overline{\mathbf{x}}) =𝟎,\displaystyle=\mathbf{0}, (5.3)
u1G4(𝐱¯)\displaystyle u_{1}G_{4}(\overline{\mathbf{x}}) =0,\displaystyle=0, (5.4)
u1\displaystyle u_{1} 0.\displaystyle\geq 0. (5.5)

By the Equation (5.4), the problem Q2(a)Q_{2}(a) could be divided into the following two subproblems, we call them problem Q2,1(a)Q_{2,1}(a) and Q2,2(a)Q_{2,2}(a) respectively. We will use q2,1(a)q_{2,1}(a) and q2,2(a)q_{2,2}(a) to denote the solutions of these subproblems respectively. The first subcase is when u1=0u_{1}=0, the minimization problem corresponding to this subcase is

Q2,1(a)Q_{2,1}(a): Minimize F(𝐱)=(x0+x1++x5)21\displaystyle F(\mathbf{x})=(x_{0}+x_{1}+\ldots+x_{5})^{2}-1
subject to H1(𝐱)=x02+x12+x22++x52=1,\displaystyle H_{1}(\mathbf{x})=x_{0}^{2}+x_{1}^{2}+x_{2}^{2}+\ldots+x_{5}^{2}=1,
H2(𝐱)=2(x0x1+x1x2++x4x5)=a.\displaystyle H_{2}(\mathbf{x})=2(x_{0}x_{1}+x_{1}x_{2}+\ldots+x_{4}x_{5})=a.

The second subcase is when u10u_{1}\neq 0, the minimization problem corresponding to this subcase is

Q2,2(a)Q_{2,2}(a): Minimize F(𝐱)=(x0+x1++x5)21\displaystyle F(\mathbf{x})=(x_{0}+x_{1}+\ldots+x_{5})^{2}-1
subject to H1(𝐱)=x02+x12+x22++x52=1,\displaystyle H_{1}(\mathbf{x})=x_{0}^{2}+x_{1}^{2}+x_{2}^{2}+\ldots+x_{5}^{2}=1,
H2(𝐱)=2(x0x1+x1x2++x4x5)=a,\displaystyle H_{2}(\mathbf{x})=2(x_{0}x_{1}+x_{1}x_{2}+\ldots+x_{4}x_{5})=a,
G4(𝐱)=2x0x5=0.\displaystyle G_{4}(\mathbf{x})=2x_{0}x_{5}=0.

By penalty function method (Theorem 3.4), for i=1,2i=1,2, we have

q2,i(a)=limμθi(μ),q_{2,i}(a)=\lim_{\mu\to\infty}\theta_{i}(\mu),

where

θ1(μ)\displaystyle\theta_{1}(\mu) =inf{F(𝐱)+μ((H1(𝐱)1)2+(H2(𝐱)a)2)𝐱6},\displaystyle=\inf\left\{F(\mathbf{x})+\mu\left((H_{1}(\mathbf{x})-1)^{2}+(H_{2}(\mathbf{x})-a)^{2}\right)\mid\mathbf{x}\in\mathbb{R}^{6}\right\},
θ2(μ)\displaystyle\theta_{2}(\mu) =inf{F(𝐱)+μ((H1(𝐱)1)2+(H2(𝐱)a)2+G4(𝐱)2)𝐱6}.\displaystyle=\inf\left\{F(\mathbf{x})+\mu\left((H_{1}(\mathbf{x})-1)^{2}+(H_{2}(\mathbf{x})-a)^{2}+G_{4}(\mathbf{x})^{2}\right)\mid\mathbf{x}\in\mathbb{R}^{6}\right\}.

Then, a Matlab-based algorithm is employed to compute the q2,i(a)(a1)2\displaystyle{}\frac{q_{2,i}(a)}{(\sqrt{a}-1)^{2}} for i=1,2i=1,2. The algorithm utilizes the Newton-Raphson method in conjunction with a penalty function approach to iteratively find the minimizer of the penalized objective function. The detailed Matlab implementation is provided in Appendix B.

For each subproblem Q2,i(a)Q_{2,i}(a), a graph (see Figure 6 and Figure 7) is generated plotting the ratio p2,i(a)(a1)2\displaystyle{}\frac{p_{2,i}(a)}{(\sqrt{a}-1)^{2}} against aa. In these graphs, we use different colors to represent the feasible and infeasible solutions to the original problem Q2(a)Q_{2}(a). The red points are used to indicate infeasible solutions that are the solutions of subproblems but do not satisfy all the constraints of problem Q2(a)Q_{2}(a). On the other hand, the green points represent feasible solutions that satisfy all constraints.

Refer to caption
Figure 6: The ratio q2,1(a)(a1)2\displaystyle{}\frac{q_{2,1}(a)}{(\sqrt{a}-1)^{2}}.
Refer to caption
Figure 7: The ratio q2,2(a)(a1)2\displaystyle{}\frac{q_{2,2}(a)}{(\sqrt{a}-1)^{2}}.

Then, the value of q2(a)q_{2}(a) could be obtained by comparing the optimal values of the subproblems q2,1(a)q_{2,1}(a) and q2,2(a)q_{2,2}(a) (only consider the value feasible to the problem Q2(a)Q_{2}(a)). The Figure 8 shows the ratio q2(a)(a1)2\displaystyle{}\frac{q_{2}(a)}{(\sqrt{a}-1)^{2}}.

Refer to caption
Figure 8: The ratio q2(a)(a1)2\displaystyle{}\frac{q_{2}(a)}{(\sqrt{a}-1)^{2}}.

Then, the infimum of the ratio is determined to be 34.899225934.8992259, which could be achieved at several points, such as

q=[0.2114174,0.5028451,0.6363167,0.5028452,0.2114174,0].q=[0.2114174,0.5028451,0.6363167,0.5028452,0.2114174,0].

The polynomial corresponding to this solution is,

f(ϕ)=a0+a1cosϕ+a2cos2ϕ+a3cos3ϕ+a4cos4ϕ+a5cos5ϕ,f(\phi)=a_{0}+a_{1}\cos\phi+a_{2}\cos 2\phi+a_{3}\cos 3\phi+a_{4}\cos 4\phi+a_{5}\cos 5\phi,

where

a0\displaystyle a_{0} =1,\displaystyle=1,
a1\displaystyle a_{1} =1.7051159,\displaystyle=1.7051159,
a2\displaystyle a_{2} =1.0438202,\displaystyle=1.0438202,
a3\displaystyle a_{3} =0.4252409,\displaystyle=0.4252409,
a4\displaystyle a_{4} =0.0893946,\displaystyle=0.0893946,
a5\displaystyle a_{5} =0.\displaystyle=0.

One could see that this point qq also lies in the feasible region of Q1(a1)Q_{1}(a_{1}). This implies that the optimal solution of problem Q2(a1)Q_{2}(a_{1}) is also the optimal solution of problem Q1(a1)Q_{1}(a_{1}) and thus agrees with the value of χ5(a1)\chi_{5}(a_{1}). By the relationship

χ5(a)(a1)2q2(a)(a1)2,\frac{\chi_{5}(a)}{(\sqrt{a}-1)^{2}}\geq\frac{q_{2}(a)}{(\sqrt{a}-1)^{2}},

one can conclude

V5\displaystyle V_{5} =infa[1.5597515,2cosπ7]χ5(a)(a1)2\displaystyle=\inf_{a\in\displaystyle{}\left[1.5597515,2\cos\frac{\pi}{7}\right]}\frac{\chi_{5}(a)}{(\sqrt{a}-1)^{2}}
=infa[1.5597515,2cosπ7]q2(a)(a1)2\displaystyle=\inf_{a\in\displaystyle{}\left[1.5597515,2\cos\frac{\pi}{7}\right]}\frac{q_{2}(a)}{(\sqrt{a}-1)^{2}}
=34.8992259.\displaystyle=34.8992259.

This completes the proof.

6 Exact value of V6V_{6}.

In this section, we will determine the exact value of V6V_{6}. From Equation (1.2), we have

V6=infa(1,2cosπ8]χ6(a)(a1)2,V_{6}=\inf_{a\in\left(1,2\displaystyle{}\cos\frac{\pi}{8}\right]}\frac{\chi_{6}(a)}{(\sqrt{a}-1)^{2}},

where χ6(a)\chi_{6}(a) is defined as

χ6(a)=inf{f(0)1f(ϕ)C6,a0(f)=1 and a1(f)=a}.\chi_{6}(a)=\inf\left\{f(0)-1\mid f(\phi)\in C_{6},a_{0}\left(f\right)=1\text{ and }a_{1}\left(f\right)=a\right\}.

6.1 Exact value of V6V_{6}.

In order to find the exact value of V6V_{6}, we will use the Karush-Kuhn-Tucker conditions and the penalty function method to solve the optimization problem χ6(a)\chi_{6}(a). However, before proceeding, we first restrict the range of a to a smaller interval.

By a similar proof in Theorem 5.1, we have the following theorem.

Theorem 6.1.

The exact value of V6V_{6} could be obtained by

V6=infa[1.6456659,1.8231801]χ6(a)(a1)2.\displaystyle{}V_{6}=\inf_{a\in[1.6456659,1.8231801]}\frac{\chi_{6}(a)}{(\sqrt{a}-1)^{2}}.
Proof.

Since the set of cosine polynomials C5C6C_{5}\subset C_{6}, one have V6V5=V_{6}\leq V_{5}= 34.8992259. However, by Theorem 4.1 and Theorem 4.2 , we have

V6(a)F1(a)=2a1(a1)2\displaystyle V_{6}(a)\geq F_{1}(a)=\frac{2a-1}{(\sqrt{a}-1)^{2}}
V6(a)F2(a)=5.87267810a6.87267810(a1)2\displaystyle V_{6}(a)\geq F_{2}(a)=\frac{5.87267810a-6.87267810}{(\sqrt{a}-1)^{2}}
V6(a)F3(a)=16.5a25.8011608(a1)2\displaystyle V_{6}(a)\geq F_{3}(a)=\frac{16.5a-25.8011608}{(\sqrt{a}-1)^{2}}

for a(1,2cosπ8]\displaystyle{}a\in\left(1,2\cos\frac{\pi}{8}\right]. Given function F:(1,)F:(1,\infty)\rightarrow\mathbb{R} with the form

F(a)=AaB(a1)2F(a)=\frac{Aa-B}{(\sqrt{a}-1)^{2}}

where A,BA,B are constant. Taking the derivative, one have

F(a)=BAx(x1)3xF^{\prime}(a)=\frac{B-A\sqrt{x}}{(\sqrt{x}-1)^{3}\sqrt{x}}

This implies when A>BA>B the function F(a)F(a) is decreasing on the interval (1,)(1,\infty). On the other hand, when A<BA<B, the function increasing on the interval (1,(B/A)2]\left(1,(B/A)^{2}\right] and decreasing on the interval [(B/A)2,)\left[(B/A)^{2},\infty\right). Apply this on the function F1(a),F2(a)F_{1}(a),F_{2}(a) and F3(a)F_{3}(a), we found out F1(a)F_{1}(a) is a decreasing function on the interval (1,2cosπ8]\displaystyle{}\left(1,2\cos\frac{\pi}{8}\right]. However, the function F2(a)F_{2}(a) is increasing on (1,1.3695543](1,1.3695543] and is decreasing on the interval [1.3695543,2cosπ8]\displaystyle{}\left[1.3695543,2\cos\frac{\pi}{8}\right]. At the same time, the function F3(a)F_{3}(a) is increasing on the interval (1,2cosπ8]\displaystyle{}\left(1,2\cos\frac{\pi}{8}\right]. Now, given any f(ϕ)C6f(\phi)\in C_{6} with a0(f)=1,a1(f)=a(1,1.5510971]a_{0}(f)=1,a_{1}(f)=a\in(1,1.5510971], one has

v(f)χ(a)(a1)2F1(a)F1(1.5510971)=34.8992605>V5.v(f)\geq\frac{\chi(a)}{(\sqrt{a}-1)^{2}}\geq F_{1}(a)\geq F_{1}(1.5510971)=34.8992605>V_{5}.

Similarly, for any f(ϕ)C5f(\phi)\in C_{5} with a0(f)=1,a1(f)=a[1.5510971,1.6456659]a_{0}(f)=1,a_{1}(f)=a\in[1.5510971,1.6456659], one could obtain

v(f)χ(a)(a1)2F2(a)F2(1.6456659)=34.8992261>V5v(f)\geq\frac{\chi(a)}{(\sqrt{a}-1)^{2}}\geq F_{2}(a)\geq F_{2}(1.6456659)=34.8992261>V_{5}

Finally, for any f(ϕ)C6\displaystyle{}f(\phi)\in C_{6} with a0(f)=1,a1(f)=a[1.8231801,2cosπ8]\displaystyle{}a_{0}(f)=1,a_{1}(f)=a\in\left[1.8231801,2\cos\frac{\pi}{8}\right], one could obtain

v(f)χ(a)(a1)2F3(a)F3(1.8231801)=34.8992630>V6v(f)\geq\frac{\chi(a)}{(\sqrt{a}-1)^{2}}\geq F_{3}(a)\geq F_{3}(1.8231801)=34.8992630>V_{6}

This completes the proof.

By Fejer-Reisz theorem theorem, the problem of finding the χ6(a)\chi_{6}(a) for a(1,2cosπ8]\displaystyle{}a\in\left(1,2\displaystyle{}\cos\frac{\pi}{8}\right] can be formalized as the minimization problem in 7\mathbb{R}^{7} as:

Problem 6.1.

Consider the optimization problem R1(a)R_{1}(a) defined as follows:

R1(a)R_{1}(a): Minimize F(𝐱)=(x0+x1++x6)21\displaystyle F(\mathbf{x})=(x_{0}+x_{1}+\ldots+x_{6})^{2}-1
subject to H1(𝐱)=x02+x12+x22++x62=1,\displaystyle H_{1}(\mathbf{x})=x_{0}^{2}+x_{1}^{2}+x_{2}^{2}+\ldots+x_{6}^{2}=1,
H2(𝐱)=2(x0x1+x1x2++x5x6)=a,\displaystyle H_{2}(\mathbf{x})=2(x_{0}x_{1}+x_{1}x_{2}+\ldots+x_{5}x_{6})=a,
G1(𝐱)=2(x0x2+x1x3++x4x6)0,\displaystyle G_{1}(\mathbf{x})=2(x_{0}x_{2}+x_{1}x_{3}+\ldots+x_{4}x_{6})\geq 0,
G2(𝐱)=2(x0x3+x1x4++x3x6)0,\displaystyle G_{2}(\mathbf{x})=2(x_{0}x_{3}+x_{1}x_{4}+\ldots+x_{3}x_{6})\geq 0,
\displaystyle\quad\quad\quad\vdots
G5(𝐱)=2x0x60.\displaystyle G_{5}(\mathbf{x})=2x_{0}x_{6}\geq 0.

Define r1(a)r_{1}(a) as the optimal value of the objective function F(𝐱)F(\mathbf{x}) for a given aa:

r1(a)=min𝐱F(𝐱)subject to the constraints of R1(a).r_{1}(a)=\min_{\mathbf{x}}F(\mathbf{x})\quad\text{subject to the constraints of }R_{1}(a).

However, instead of consider Problem R1(a)R_{1}(a) with seven constraints, we will consider following problem with four constraints.

Problem 6.2.

Consider the optimization problem R2(a)R_{2}(a) defined as follows:

Minimize F(𝐱)=(x0+x1++x6)21\displaystyle F(\mathbf{x})=(x_{0}+x_{1}+\ldots+x_{6})^{2}-1
subject to H1(𝐱)=i=06xi2=1,\displaystyle H_{1}(\mathbf{x})=\sum_{i=0}^{6}x_{i}^{2}=1,
H2(𝐱)=2(x0x1+x1x2++x5x6)=a,\displaystyle H_{2}(\mathbf{x})=2\left(x_{0}x_{1}+x_{1}x_{2}+\ldots+x_{5}x_{6}\right)=a,
G4(𝐱)=2(x0x5+x1x6)0,\displaystyle G_{4}(\mathbf{x})=2\left(x_{0}x_{5}+x_{1}x_{6}\right)\geq 0,
G5(𝐱)=2x0x60.\displaystyle G_{5}(\mathbf{x})=2x_{0}x_{6}\geq 0.

Define r2(a)r_{2}(a) as the optimal value of the objective function F(𝐱)F(\mathbf{x}) for a given aa:

r2(a)=min𝐱F(𝐱)subject to the constraints of R2(a).r_{2}(a)=\min_{\mathbf{x}}F(\mathbf{x})\quad\text{subject to the constraints of }R_{2}(a).

Since the feasible region of problem R1(a)R_{1}(a) is the subset of the feasible region of problem R2(a)R_{2}(a), this implies

χ6(a)=r1(a)r2(a).\chi_{6}(a)=r_{1}(a)\geq r_{2}(a).

If the optimal point of problem R2(a)R_{2}(a) also satisfies the condition G1(𝐱),G2(𝐱) and G3(𝐱)G_{1}(\mathbf{x}),G_{2}(\mathbf{x})\text{ and }G_{3}(\mathbf{x}), then the optimal point will lie inside the feasible region of problem R1(a)R_{1}(a). In this case,

χ6(a)=r1(a)=r2(a).\chi_{6}(a)=r_{1}(a)=r_{2}(a).
Theorem 6.2.

The exact value of V6V_{6} can be expressed as:

V6=infa[1.6456659,1.8231801]r2(a)(a1)2=34.8992259.\displaystyle{}V_{6}=\inf_{a\in[1.6456659,1.8231801]}\frac{r_{2}(a)}{(\sqrt{a}-1)^{2}}=34.8992259.

The exact solution corresponding to this infimum could be obtained at the point

r=[0.2114174,0.5028451,0.6363167,0.5028452,0.2114174,0,0].r=[0.2114174,0.5028451,0.6363167,0.5028452,0.2114174,0,0].

The polynomial corresponding to this solution is,

f(ϕ)=a0+a1cosϕ+a2cos2ϕ+a3cos3ϕ+a4cos4ϕ+a5cos5ϕ+a6cos6ϕ,f(\phi)=a_{0}+a_{1}\cos\phi+a_{2}\cos 2\phi+a_{3}\cos 3\phi+a_{4}\cos 4\phi+a_{5}\cos 5\phi+a_{6}\cos 6\phi,

where

a0\displaystyle a_{0} =1,\displaystyle=1,
a1\displaystyle a_{1} =1.7051159,\displaystyle=1.7051159,
a2\displaystyle a_{2} =1.0438202,\displaystyle=1.0438202,
a3\displaystyle a_{3} =0.4252409,\displaystyle=0.4252409,
a4\displaystyle a_{4} =0.0893946,\displaystyle=0.0893946,
a5\displaystyle a_{5} =0,\displaystyle=0,
a6\displaystyle a_{6} =0.\displaystyle=0.
Proof.

Fix an a[1.64566600,1.82318005]a\in[1.64566600,1.82318005] ,we would first like to establish the numerical solution of the optimization problem R2(a)R_{2}(a). By applying the Karush-Kuhn-Tucker conditions (Theorem 3.3), if a point 𝐱¯7\overline{\mathbf{x}}\in\mathbb{R}^{7} solves Problem R2(a)R_{2}(a) globally, there exist scalars λ1,λ2,u1,\lambda_{1},\lambda_{2},u_{1}, and u2u_{2} such that

F(𝐱¯)+i=12λiHi(𝐱¯)+i=12uiG3+i(𝐱¯)\displaystyle\nabla F(\overline{\mathbf{x}})+\sum_{i=1}^{2}\lambda_{i}\nabla H_{i}(\overline{\mathbf{x}})+\sum_{i=1}^{2}u_{i}\nabla G_{3+i}(\overline{\mathbf{x}}) =𝟎\displaystyle=\mathbf{0} (6.1)
uiG3+i(𝐱¯)\displaystyle u_{i}G_{3+i}(\overline{\mathbf{x}}) =0\displaystyle=0 for i=1,2\displaystyle\text{ for }i=1,2 (6.2)
ui\displaystyle u_{i} 0\displaystyle\geq 0 for i=1,2\displaystyle\text{ for }i=1,2 (6.3)

By the Equation (6.2), the problem R2(a)R_{2}(a) could be divided into following four subproblems, we call them problem R2,1(a),R2,2(a),R2,3(a)R_{2,1}(a),R_{2,2}(a),R_{2,3}(a) and R2,4(a)R_{2,4}(a) respectively. We will use r2,1(a),r2,2(a),r2,3(a)r_{2,1}(a),r_{2,2}(a),r_{2,3}(a) and r2,4(a)r_{2,4}(a) to denote the solutions of these subproblems respecively. The first subcase is when u1=0,u2=0u_{1}=0,u_{2}=0, the minimization problem corresponding to this subcase is

R2,1(a)R_{2,1}(a): Minimize F(𝐱)=(x0+x1++x6)21\displaystyle F(\mathbf{x})=(x_{0}+x_{1}+\ldots+x_{6})^{2}-1
subject to H1(𝐱)=x02+x12+x22++x62=1,\displaystyle H_{1}(\mathbf{x})=x_{0}^{2}+x_{1}^{2}+x_{2}^{2}+\ldots+x_{6}^{2}=1,
H2(𝐱)=2(x0x1+x1x2++x5x6)=a.\displaystyle H_{2}(\mathbf{x})=2(x_{0}x_{1}+x_{1}x_{2}+\ldots+x_{5}x_{6})=a.

The second subcase is when u10,u2=0u_{1}\neq 0,u_{2}=0, the minimization problem corresponding to this subcase is

R2,2(a)R_{2,2}(a): Minimize F(𝐱)=(x0+x1++x6)21\displaystyle F(\mathbf{x})=(x_{0}+x_{1}+\ldots+x_{6})^{2}-1
subject to H1(𝐱)=x02+x12+x22++x62=1,\displaystyle H_{1}(\mathbf{x})=x_{0}^{2}+x_{1}^{2}+x_{2}^{2}+\ldots+x_{6}^{2}=1,
H2(𝐱)=2(x0x1+x1x2++x5x6)=a,\displaystyle H_{2}(\mathbf{x})=2(x_{0}x_{1}+x_{1}x_{2}+\ldots+x_{5}x_{6})=a,
G4(𝐱)=2(x0x5+x1x6)=0.\displaystyle G_{4}(\mathbf{x})=2(x_{0}x_{5}+x_{1}x_{6})=0.

The third subcase is when u1=0,u20u_{1}=0,u_{2}\neq 0, the minimization problem corresponding to this subcase is

R2,3(a)R_{2,3}(a): Minimize F(𝐱)=(x0+x1++x6)21\displaystyle F(\mathbf{x})=(x_{0}+x_{1}+\ldots+x_{6})^{2}-1
subject to H1(𝐱)=x02+x12+x22++x62=1,\displaystyle H_{1}(\mathbf{x})=x_{0}^{2}+x_{1}^{2}+x_{2}^{2}+\ldots+x_{6}^{2}=1,
H2(𝐱)=2(x0x1+x1x2++x5x6)=a,\displaystyle H_{2}(\mathbf{x})=2(x_{0}x_{1}+x_{1}x_{2}+\ldots+x_{5}x_{6})=a,
G5(𝐱)=2x0x6=0.\displaystyle G_{5}(\mathbf{x})=2x_{0}x_{6}=0.

The fourth subcase is when u10,u20u_{1}\neq 0,u_{2}\neq 0, the minimization problem corresponding to this subcase is

R2,4(a)R_{2,4}(a): Minimize F(𝐱)=(x0+x1++x6)21\displaystyle F(\mathbf{x})=(x_{0}+x_{1}+\ldots+x_{6})^{2}-1
subject to H1(𝐱)=x02+x12+x22++x62=1,\displaystyle H_{1}(\mathbf{x})=x_{0}^{2}+x_{1}^{2}+x_{2}^{2}+\ldots+x_{6}^{2}=1,
H2(𝐱)=2(x0x1+x1x2++x5x6)=a,\displaystyle H_{2}(\mathbf{x})=2(x_{0}x_{1}+x_{1}x_{2}+\ldots+x_{5}x_{6})=a,
G4(𝐱)=2(x0x5+x1x6)=0,\displaystyle G_{4}(\mathbf{x})=2(x_{0}x_{5}+x_{1}x_{6})=0,
G5(𝐱)=2x0x6=0.\displaystyle G_{5}(\mathbf{x})=2x_{0}x_{6}=0.

By penalty function method (Theorem 3.4), for i=1,2,3,4i=1,2,3,4, we have

r2,i(a)=limμθi(μ),r_{2,i}(a)=\lim_{\mu\to\infty}\theta_{i}(\mu),

where

θ1(μ)\displaystyle\theta_{1}(\mu) =inf{F(𝐱)+μ((H1(𝐱)1)2+(H2(𝐱)a)2)𝐱7},\displaystyle=\inf\left\{F(\mathbf{x})+\mu\left((H_{1}(\mathbf{x})-1)^{2}+(H_{2}(\mathbf{x})-a)^{2}\right)\mid\mathbf{x}\in\mathbb{R}^{7}\right\},
θ2(μ)\displaystyle\theta_{2}(\mu) =inf{F(𝐱)+μ((H1(𝐱)1)2+(H2(𝐱)a)2+G4(𝐱)2)𝐱7},\displaystyle=\inf\left\{F(\mathbf{x})+\mu\left((H_{1}(\mathbf{x})-1)^{2}+(H_{2}(\mathbf{x})-a)^{2}+G_{4}(\mathbf{x})^{2}\right)\mid\mathbf{x}\in\mathbb{R}^{7}\right\},
θ3(μ)\displaystyle\theta_{3}(\mu) =inf{F(𝐱)+μ((H1(𝐱)1)2+(H2(𝐱)a)2+G5(𝐱)2)𝐱7},\displaystyle=\inf\left\{F(\mathbf{x})+\mu\left((H_{1}(\mathbf{x})-1)^{2}+(H_{2}(\mathbf{x})-a)^{2}+G_{5}(\mathbf{x})^{2}\right)\mid\mathbf{x}\in\mathbb{R}^{7}\right\},
θ4(μ)\displaystyle\theta_{4}(\mu) =inf{F(𝐱)+μ((H1(𝐱)1)2+(H2(𝐱)a)2+i=12G3+i(𝐱)2)𝐱7}.\displaystyle=\inf\left\{F(\mathbf{x})+\mu\left((H_{1}(\mathbf{x})-1)^{2}+(H_{2}(\mathbf{x})-a)^{2}+\sum_{i=1}^{2}G_{3+i}(\mathbf{x})^{2}\right)\mid\mathbf{x}\in\mathbb{R}^{7}\right\}.

Then, a Matlab-based algorithm is employed to compute the r2,i(a)(a1)2\displaystyle{}\frac{r_{2,i}(a)}{(\sqrt{a}-1)^{2}} for i=1,2,3,4i=1,2,3,4. The algorithm employs the Newton-Raphson method, combined with a penalty function approach to iteratively minimize the penalized objective function (see Appendix B for the full Matlab implementation).

For each subproblem R2,i(a)R_{2,i}(a), a graph (see Figure9, Figure10, Figure11 and Figure12) is generated plotting the ratio r2,i(a)(a1)2\displaystyle{}\frac{r_{2,i}(a)}{(\sqrt{a}-1)^{2}} against aa. In these graphs, different colors are used to distinguish between feasible and infeasible solutions to the original problem R2(a)R_{2}(a). Red points indicate infeasible solutions, which solve subproblems but fail to meet all the constraints, while green points represent feasible solutions that satisfy all constraints.

Refer to caption
Figure 9: The ratio r2,1(a)(a1)2\displaystyle{}\frac{r_{2,1}(a)}{(\sqrt{a}-1)^{2}}.
Refer to caption
Figure 10: The ratio r2,2(a)(a1)2\displaystyle{}\frac{r_{2,2}(a)}{(\sqrt{a}-1)^{2}}.
Refer to caption
Figure 11: The ratio r2,3(a)(a1)2\displaystyle{}\frac{r_{2,3}(a)}{(\sqrt{a}-1)^{2}}.
Refer to caption
Figure 12: The ratio r2,4(a)(a1)2\displaystyle{}\frac{r_{2,4}(a)}{(\sqrt{a}-1)^{2}}.

Among all feasible solutions for each aa, r2(a)r_{2}(a) is identified as the minimum value of all r2,i(a)r_{2,i}(a) that are feasible to the problem R2(a)R_{2}(a). Figure 13 shows the graph plotting the ratio of the function r2(a)(a1)2\frac{r_{2}(a)}{(\sqrt{a}-1)^{2}}.

Refer to caption
Figure 13: The ratio r2(a)(a1)2\displaystyle{}\frac{r_{2}(a)}{(\sqrt{a}-1)^{2}}.

Then, the infimum of the ratio is determined to be 34.89922634.899226, achieved at a specific point in 7\mathbb{R}^{7}. This point is given by

r=[0.2114174,0.5028451,0.6363167,0.5028452,0.2114174,0,0].r=[0.2114174,0.5028451,0.6363167,0.5028452,0.2114174,0,0].

The polynomial corresponding to this point is,

f(ϕ)=a0+a1cosϕ+a2cos2ϕ+a3cos3ϕ+a4cos4ϕ+a5cos5ϕ+a6cos6ϕ,f(\phi)=a_{0}+a_{1}\cos\phi+a_{2}\cos 2\phi+a_{3}\cos 3\phi+a_{4}\cos 4\phi+a_{5}\cos 5\phi+a_{6}\cos 6\phi,

where

a0\displaystyle a_{0} =1,\displaystyle=1,
a1\displaystyle a_{1} =1.7051159,\displaystyle=1.7051159,
a2\displaystyle a_{2} =1.0438202,\displaystyle=1.0438202,
a3\displaystyle a_{3} =0.4252409,\displaystyle=0.4252409,
a4\displaystyle a_{4} =0.0893946,\displaystyle=0.0893946,
a5\displaystyle a_{5} =0,\displaystyle=0,
a6\displaystyle a_{6} =0.\displaystyle=0.

One could see that this point rr also lies in the feasible region of R1(a1)R_{1}(a_{1}). This implies that the optimal solution of problem R2(a1)R_{2}(a_{1}) is also the optimal solution of problem R1(a1)R_{1}(a_{1}) and thus agrees with the value of χ6(a1)\chi_{6}(a_{1}). By the relationship

χ6(a)(a1)2r2(a)(a1)2,\frac{\chi_{6}(a)}{(\sqrt{a}-1)^{2}}\geq\frac{r_{2}(a)}{(\sqrt{a}-1)^{2}},

one can conclude

V6\displaystyle V_{6} =infa[1.6456659,1.8231801]χ6(a)(a1)2\displaystyle=\inf_{a\in\displaystyle{}[1.6456659,1.8231801]}\frac{\chi_{6}(a)}{(\sqrt{a}-1)^{2}}
=infa[1.6456659,1.8231801]r2(a)(a1)2\displaystyle=\inf_{a\in\displaystyle{}[1.6456659,1.8231801]}\frac{r_{2}(a)}{(\sqrt{a}-1)^{2}}
=34.8992259.\displaystyle=34.8992259.

This completes the proof.

7 Exact value of V7V_{7}.

This section will be devoted to find the exact value of V7V_{7}. First of all, by Equation (1.2), we have

V7=infa(1,2cosπ9]χ7(a)(a1)2,\displaystyle{}V_{7}=\inf_{a\in\left(1,2\displaystyle{}\cos\frac{\pi}{9}\right]}\frac{\chi_{7}(a)}{(\sqrt{a}-1)^{2}},

where

χ7(a)=inf{f(0)1f(ϕ)C7,a0(f)=1 and a1(f)=a}\chi_{7}(a)=\inf\left\{f(0)-1\mid f(\phi)\in C_{7},a_{0}\left(f\right)=1\text{ and }a_{1}\left(f\right)=a\right\}\text{. }

7.1 Exact value of V7V_{7}.

In order to find the exact value of V7V_{7}, we will use the Karush-Kuhn-Tucker conditions and the penalty function method to solve the optimization problem χ7(a)\chi_{7}(a). Before proceeding, we first restrict the range of a to a smaller interval.

By the same proof in Theorem 6.1, we have the following theorem.

Theorem 7.1.

The exact value of V7V_{7} could be obtained by

V7=infaa[1.6456659,1.8231801]χ7(a)(a1)2.\displaystyle{}V_{7}=\inf_{a\in a\in[1.6456659,1.8231801]}\frac{\chi_{7}(a)}{(\sqrt{a}-1)^{2}}.

By Fejer-Reisz theorem theorem, the problem of finding the χ7(a)\chi_{7}(a) for a(1,2cosπ9]\displaystyle{}a\in\left(1,2\displaystyle{}\cos\frac{\pi}{9}\right] can be formalised as the following minimization problem in 8\mathbb{R}^{8}.

Problem 7.1.

Consider the optimization problem S1(a)S_{1}(a) defined as follows:

S1(a)S_{1}(a): Minimize F(𝐱)=(x0+x1++x7)21\displaystyle F(\mathbf{x})=(x_{0}+x_{1}+\ldots+x_{7})^{2}-1
subject to H1(𝐱)=x02+x12+x22++x72=1,\displaystyle H_{1}(\mathbf{x})=x_{0}^{2}+x_{1}^{2}+x_{2}^{2}+\ldots+x_{7}^{2}=1,
H2(𝐱)=2(x0x1+x1x2++x6x7)=a,\displaystyle H_{2}(\mathbf{x})=2(x_{0}x_{1}+x_{1}x_{2}+\ldots+x_{6}x_{7})=a,
G1(𝐱)=2(x0x2+x1x3++x5x7)0,\displaystyle G_{1}(\mathbf{x})=2(x_{0}x_{2}+x_{1}x_{3}+\ldots+x_{5}x_{7})\geq 0,
G2(𝐱)=2(x0x3+x1x4++x4x7)0,\displaystyle G_{2}(\mathbf{x})=2(x_{0}x_{3}+x_{1}x_{4}+\ldots+x_{4}x_{7})\geq 0,
\displaystyle\quad\quad\quad\vdots
G6(𝐱)=2x0x70.\displaystyle G_{6}(\mathbf{x})=2x_{0}x_{7}\geq 0.

Define s1(a)s_{1}(a) as the optimal value of the objective function F(𝐱)F(\mathbf{x}) for a given aa:

s1(a)=min𝐱F(𝐱)subject to the constraints of S1(a).s_{1}(a)=\min_{\mathbf{x}}F(\mathbf{x})\quad\text{subject to the constraints of }S_{1}(a).

However, instead of consider Problem S1(a)S_{1}(a) with eight constraints, we will consider following problem with four constraints.

Problem 7.2.

Consider the optimization problem S2(a)S_{2}(a) defined as follows:

S2(a)S_{2}(a): Minimize F(𝐱)=(x0+x1++x7)21\displaystyle F(\mathbf{x})=(x_{0}+x_{1}+\ldots+x_{7})^{2}-1
subject to H1(𝐱)=x02+x12+x22++x72=1,\displaystyle H_{1}(\mathbf{x})=x_{0}^{2}+x_{1}^{2}+x_{2}^{2}+\ldots+x_{7}^{2}=1,
H2(𝐱)=2(x0x1+x1x2++x6x7)=a,\displaystyle H_{2}(\mathbf{x})=2(x_{0}x_{1}+x_{1}x_{2}+\ldots+x_{6}x_{7})=a,
G4(𝐱)=2(x0x5+x1x6+x2x7)0,\displaystyle G_{4}(\mathbf{x})=2(x_{0}x_{5}+x_{1}x_{6}+x_{2}x_{7})\geq 0,
G5(𝐱)=2(x0x6+x1x7)0.\displaystyle G_{5}(\mathbf{x})=2(x_{0}x_{6}+x_{1}x_{7})\geq 0.

Define s2(a)s_{2}(a) as the optimal value of the objective function F(𝐱)F(\mathbf{x}) for a given aa:

s2(a)=min𝐱F(𝐱)subject to the constraints of S2(a).s_{2}(a)=\min_{\mathbf{x}}F(\mathbf{x})\quad\text{subject to the constraints of }S_{2}(a).

Since the feasible region of problem S1(a)S_{1}(a) is the subset of the feasible region of problem S2(a)S_{2}(a), this implies

χ7(a)=s1(a)s2(a).\chi_{7}(a)=s_{1}(a)\geq s_{2}(a).

If the optimal point of problem S2(a)S_{2}(a) also satisfies the condition G1(𝐱),G2(𝐱),G3(𝐱), and G6(𝐱)G_{1}(\mathbf{x}),G_{2}(\mathbf{x}),G_{3}(\mathbf{x}),\text{ and }G_{6}(\mathbf{x}), then the optimal point will lie inside the feasible region of problem S1(a)S_{1}(a). In this case,

χ7(a)=s1(a)=s2(a).\chi_{7}(a)=s_{1}(a)=s_{2}(a).
Theorem 7.2.

The exact value of V7V_{7} can be expressed as:

V7=infaa[1.6456659,1.8231801]χ7(a)(a1)2=34.6494874.\displaystyle{}V_{7}=\inf_{a\in a\in[1.6456659,1.8231801]}\frac{\chi_{7}(a)}{(\sqrt{a}-1)^{2}}=34.6494874.

The exact solution corresponding to this infimum could be obtained at the point

s\displaystyle s =[0.1685903,0.4506317,0.6267577,0.5454191,\displaystyle=[0.1685903,0.4506317,0.6267577,0.5454191,
0.2756348,0.0361770,0.0282171,0.1055656].\displaystyle 0.2756348,0.0361770,-0.0282171,0.1055656].

The polynomial corresponding to this solution is,

f(ϕ)=\displaystyle f(\phi)= a0+a1cosϕ+a2cos2ϕ+a3cos3ϕ+a4cos4ϕ\displaystyle a_{0}+a_{1}\cos\phi+a_{2}\cos 2\phi+a_{3}\cos 3\phi+a_{4}\cos 4\phi
+a5cos5ϕ+a6cos6ϕ+a7cos7ϕ,\displaystyle+a_{5}\cos 5\phi+a_{6}\cos 6\phi+a_{7}\cos 7\phi,

where

a0\displaystyle a_{0} =1,\displaystyle=1,
a1\displaystyle a_{1} =1.7185098,\displaystyle=1.7185098,
a2\displaystyle a_{2} =1.0731034,\displaystyle=1.0731034,
a3\displaystyle a_{3} =0.4527292,\displaystyle=0.4527292,
a4\displaystyle a_{4} =0.1016950,\displaystyle=0.1016950,
a5\displaystyle a_{5} =0,\displaystyle=0,
a6\displaystyle a_{6} =0,\displaystyle=0,
a7\displaystyle a_{7} =0.0035595.\displaystyle=0.0035595.
Proof.

Fix an a[1.6456659,1.8231801]a\in[1.6456659,1.8231801], we would first like to establish the numerical solution of the optimization problem S2(a)S_{2}(a). By applying the Karush-Kuhn-Tucker conditions (Theorem 3.3), if a point 𝐱¯8\overline{\mathbf{x}}\in\mathbb{R}^{8} solves Problem S2(a)S_{2}(a) globally, there exist scalars λ1,λ2,u1,\lambda_{1},\lambda_{2},u_{1}, and u2u_{2} such that

F(𝐱¯)+i=12λiHi(𝐱¯)+i=12uiG3+i(𝐱¯)\displaystyle\nabla F(\overline{\mathbf{x}})+\sum_{i=1}^{2}\lambda_{i}\nabla H_{i}(\overline{\mathbf{x}})+\sum_{i=1}^{2}u_{i}\nabla G_{3+i}(\overline{\mathbf{x}}) =𝟎\displaystyle=\mathbf{0} (7.1)
uiG3+i(𝐱¯)\displaystyle u_{i}G_{3+i}(\overline{\mathbf{x}}) =0\displaystyle=0 for i=1,2\displaystyle\text{ for }i=1,2 (7.2)
ui\displaystyle u_{i} 0\displaystyle\geq 0 for i=1,2\displaystyle\text{ for }i=1,2 (7.3)

By the Equation (7.2), the problem S2(a)S_{2}(a) could be divided into the following four subproblems, we call them problem S2,1(a),S2,2(a),S2,3(a)S_{2,1}(a),S_{2,2}(a),S_{2,3}(a) and S2,4(a)S_{2,4}(a) respectively. We will use s2,1(a),s2,2(a),s2,3(a)s_{2,1}(a),s_{2,2}(a),s_{2,3}(a) and s2,4(a)s_{2,4}(a) to denote the solutions of these subproblems respectively. The first subcase is when u1=0,u2=0u_{1}=0,u_{2}=0, the minimization problem corresponding to this subcase is

S2,1(a)S_{2,1}(a): Minimize F(𝐱)=(x0+x1++x7)21\displaystyle F(\mathbf{x})=(x_{0}+x_{1}+\ldots+x_{7})^{2}-1
subject to H1(𝐱)=x02+x12+x22++x72=1,\displaystyle H_{1}(\mathbf{x})=x_{0}^{2}+x_{1}^{2}+x_{2}^{2}+\ldots+x_{7}^{2}=1,
H2(𝐱)=2(x0x1+x1x2++x6x7)=a.\displaystyle H_{2}(\mathbf{x})=2(x_{0}x_{1}+x_{1}x_{2}+\ldots+x_{6}x_{7})=a.

The second subcase is when u10,u2=0u_{1}\neq 0,u_{2}=0, the minimization problem corresponding to this subcase is

S2,2(a)S_{2,2}(a): Minimize F(𝐱)=(x0+x1++x7)21\displaystyle F(\mathbf{x})=(x_{0}+x_{1}+\ldots+x_{7})^{2}-1
subject to H1(𝐱)=x02+x12+x22++x72=1,\displaystyle H_{1}(\mathbf{x})=x_{0}^{2}+x_{1}^{2}+x_{2}^{2}+\ldots+x_{7}^{2}=1,
H2(𝐱)=2(x0x1+x1x2++x6x7)=a,\displaystyle H_{2}(\mathbf{x})=2(x_{0}x_{1}+x_{1}x_{2}+\ldots+x_{6}x_{7})=a,
G4(𝐱)=2(x0x5+x1x6+x2x7)=0.\displaystyle G_{4}(\mathbf{x})=2(x_{0}x_{5}+x_{1}x_{6}+x_{2}x_{7})=0.

The third subcase is when u1=0,u20u_{1}=0,u_{2}\neq 0, the minimization problem corresponding to this subcase is

S2,3(a)S_{2,3}(a): Minimize F(𝐱)=(x0+x1++x7)21\displaystyle F(\mathbf{x})=(x_{0}+x_{1}+\ldots+x_{7})^{2}-1
subject to H1(𝐱)=x02+x12+x22++x72=1,\displaystyle H_{1}(\mathbf{x})=x_{0}^{2}+x_{1}^{2}+x_{2}^{2}+\ldots+x_{7}^{2}=1,
H2(𝐱)=2(x0x1+x1x2++x6x7)=a,\displaystyle H_{2}(\mathbf{x})=2(x_{0}x_{1}+x_{1}x_{2}+\ldots+x_{6}x_{7})=a,
G5(𝐱)=2(x0x6+x1x7)=0.\displaystyle G_{5}(\mathbf{x})=2(x_{0}x_{6}+x_{1}x_{7})=0.

The fourth subcase is when u10,u20u_{1}\neq 0,u_{2}\neq 0, the minimization problem corresponding to this subcase is

S2,4(a)S_{2,4}(a): Minimize F(𝐱)=(x0+x1++x7)21\displaystyle F(\mathbf{x})=(x_{0}+x_{1}+\ldots+x_{7})^{2}-1
subject to H1(𝐱)=x02+x12+x22++x72=1,\displaystyle H_{1}(\mathbf{x})=x_{0}^{2}+x_{1}^{2}+x_{2}^{2}+\ldots+x_{7}^{2}=1,
H2(𝐱)=2(x0x1+x1x2++x6x7)=a,\displaystyle H_{2}(\mathbf{x})=2(x_{0}x_{1}+x_{1}x_{2}+\ldots+x_{6}x_{7})=a,
G4(𝐱)=2(x0x5+x1x6+x2x7)=0,\displaystyle G_{4}(\mathbf{x})=2(x_{0}x_{5}+x_{1}x_{6}+x_{2}x_{7})=0,
G5(𝐱)=2(x0x6+x1x7)=0.\displaystyle G_{5}(\mathbf{x})=2(x_{0}x_{6}+x_{1}x_{7})=0.

By penalty function method (Theorem 3.4), for i=1,2,3,4i=1,2,3,4, we have

s2,i(a)=limμθi(μ),s_{2,i}(a)=\lim_{\mu\to\infty}\theta_{i}(\mu),

where

θ1(μ)\displaystyle\theta_{1}(\mu) =inf{F(𝐱)+μ((H1(𝐱)1)2+(H2(𝐱)a)2)𝐱8},\displaystyle=\inf\left\{F(\mathbf{x})+\mu\left((H_{1}(\mathbf{x})-1)^{2}+(H_{2}(\mathbf{x})-a)^{2}\right)\mid\mathbf{x}\in\mathbb{R}^{8}\right\},
θ2(μ)\displaystyle\theta_{2}(\mu) =inf{F(𝐱)+μ((H1(𝐱)1)2+(H2(𝐱)a)2+G4(𝐱)2)𝐱8},\displaystyle=\inf\left\{F(\mathbf{x})+\mu\left((H_{1}(\mathbf{x})-1)^{2}+(H_{2}(\mathbf{x})-a)^{2}+G_{4}(\mathbf{x})^{2}\right)\mid\mathbf{x}\in\mathbb{R}^{8}\right\},
θ3(μ)\displaystyle\theta_{3}(\mu) =inf{F(𝐱)+μ((H1(𝐱)1)2+(H2(𝐱)a)2+G5(𝐱)2)𝐱8},\displaystyle=\inf\left\{F(\mathbf{x})+\mu\left((H_{1}(\mathbf{x})-1)^{2}+(H_{2}(\mathbf{x})-a)^{2}+G_{5}(\mathbf{x})^{2}\right)\mid\mathbf{x}\in\mathbb{R}^{8}\right\},
θ4(μ)\displaystyle\theta_{4}(\mu) =inf{F(𝐱)+μ((H1(𝐱)1)2+(H2(𝐱)a)2+i=12G3+i(𝐱)2)𝐱8}.\displaystyle=\inf\left\{F(\mathbf{x})+\mu\left((H_{1}(\mathbf{x})-1)^{2}+(H_{2}(\mathbf{x})-a)^{2}+\sum_{i=1}^{2}G_{3+i}(\mathbf{x})^{2}\right)\mid\mathbf{x}\in\mathbb{R}^{8}\right\}.

A Matlab-based algorithm is subsequently used to calculate s2,i(a)(a1)2\displaystyle{}\frac{s_{2,i}(a)}{(\sqrt{a}-1)^{2}} for i=1,2,3,4i=1,2,3,4, by adopting the Newton-Raphson method in conjunction with a penalty function technique to iteratively find the minimizer of the penalized objective function (see Appendix B for the detailed Matlab implementation).

For each subproblem S2,i(a)S_{2,i}(a), a graph (Figure14, Figure15, Figure16 and Figure17) is generated plotting the ratio s2,i(a)(a1)2\displaystyle{}\frac{s_{2,i}(a)}{(\sqrt{a}-1)^{2}} against aa. In these graphs, different colors are used to show feasible and infeasible solutions to the original problem S2(a)S_{2}(a). Red points indicate infeasible solutions that solve the subproblems but do not meet all constraints of S2(a)S_{2}(a). On the other hand, green points represent feasible solutions that satisfy all the constraints.

Refer to caption
Figure 14: The ratio s2,1(a)(a1)2\displaystyle{}\frac{s_{2,1}(a)}{(\sqrt{a}-1)^{2}}.
Refer to caption
Figure 15: The ratio s2,2(a)(a1)2\displaystyle{}\frac{s_{2,2}(a)}{(\sqrt{a}-1)^{2}}.
Refer to caption
Figure 16: The ratio s2,3(a)(a1)2\displaystyle{}\frac{s_{2,3}(a)}{(\sqrt{a}-1)^{2}}.
Refer to caption
Figure 17: The ratio s2,4(a)(a1)2\displaystyle{}\frac{s_{2,4}(a)}{(\sqrt{a}-1)^{2}}.

Among all feasible solutions for each aa, s2(a)s_{2}(a) is identified as the minimum value of all s2,i(a)s_{2,i}(a) that are feasible to the problem S2(a)S_{2}(a). Figure 18 shows the graph plotting the ratio of the function s2(a)(a1)2\displaystyle{}\frac{s_{2}(a)}{(\sqrt{a}-1)^{2}}.

Refer to caption
Figure 18: The ratio s2(a)(a1)2\displaystyle{}\frac{s_{2}(a)}{(\sqrt{a}-1)^{2}}.

Then, the infimum of the ratio is determined to be 34.6494864134.64948641, achieved at a specific point in 8\mathbb{R}^{8}. This point is given by

s\displaystyle s =[0.1685903,0.4506317,0.6267577,0.5454191,\displaystyle=[0.1685903,0.4506317,0.6267577,0.5454191,
0.2756348,0.0361770,0.0282171,0.1055656].\displaystyle 0.2756348,0.0361770,-0.0282171,0.1055656].

The polynomial corresponding to this solution is,

f(ϕ)=a0+a1cosϕ+a2cos2ϕ+a3cos3ϕ+a4cos4ϕ+a5cos5ϕ+a6cos6ϕ,f(\phi)=a_{0}+a_{1}\cos\phi+a_{2}\cos 2\phi+a_{3}\cos 3\phi+a_{4}\cos 4\phi+a_{5}\cos 5\phi+a_{6}\cos 6\phi,

where

a0\displaystyle a_{0} =1,\displaystyle=1,
a1\displaystyle a_{1} =1.7185098,\displaystyle=1.7185098,
a2\displaystyle a_{2} =1.0731034,\displaystyle=1.0731034,
a3\displaystyle a_{3} =0.4527292,\displaystyle=0.4527292,
a4\displaystyle a_{4} =0.101695001,\displaystyle=0.101695001,
a5\displaystyle a_{5} =0,\displaystyle=0,
a6\displaystyle a_{6} =0,\displaystyle=0,
a7\displaystyle a_{7} =0.003559468.\displaystyle=0.003559468.

One could see that this point ss also lies in the feasible region of S1(a1)S_{1}\left(a_{1}\right). This implies that the optimal solution of problem S2(a1)S_{2}\left(a_{1}\right) is also the optimal solution of problem S1(a1)S_{1}\left(a_{1}\right) and thus agrees with the value of χ7(a1)\chi_{7}\left(a_{1}\right). By the relationship

χ7(a)(a1)2s2(a)(a1)2,\frac{\chi_{7}(a)}{(\sqrt{a}-1)^{2}}\geq\frac{s_{2}(a)}{(\sqrt{a}-1)^{2}},

one can conclude

V7\displaystyle V_{7} =infa[1.6456659,1.8231801]χ7(a)(a1)2\displaystyle=\inf_{a\in\displaystyle{}[1.6456659,1.8231801]}\frac{\chi_{7}(a)}{(\sqrt{a}-1)^{2}}
=infa[1.6456659,1.8231801]s2(a)(a1)2\displaystyle=\inf_{a\in\displaystyle{}[1.6456659,1.8231801]}\frac{s_{2}(a)}{(\sqrt{a}-1)^{2}}
=34.6494874.\displaystyle=34.6494874.

This completes the proof. ∎

8 Exact value of V8V_{8}.

In this section, we aim to determine the exact value of V8V_{8}, following the same approach as in the previous sections. From Equation (1.2), the value of V8V_{8} is given by

V8=infa(1,2cosπ10]χ8(a)(a1)2,V_{8}=\inf_{a\in\left(1,2\displaystyle{}\cos\frac{\pi}{10}\right]}\frac{\chi_{8}(a)}{(\sqrt{a}-1)^{2}},

where

χ8(a)=inf{f(0)1f(ϕ)C8,a0(f)=1 and a1(f)=a}\chi_{8}(a)=\inf\left\{f(0)-1\mid f(\phi)\in C_{8},a_{0}\left(f\right)=1\text{ and }a_{1}\left(f\right)=a\right\}\text{. }

8.1 Exact value of V8V_{8}.

In order to find the exact value of V8V_{8}, we will use the Karush-Kuhn-Tucker conditions and the penalty function method to solve the optimization problem χ8(a)\chi_{8}(a). To begin, we will narrow the range of a to a smaller interval.

By a similar proof in Theorem 6.1, we have the following theorem.

Theorem 8.1.

The exact value of V8V_{8} could be obtained by

V8=infa[1.6566924,1.8191095]χ8(a)(a1)2.V_{8}=\inf_{a\in[1.6566924,1.8191095]}\frac{\chi_{8}(a)}{(\sqrt{a}-1)^{2}}.
Proof.

Since the set of cosine polynomials C7C8C_{7}\subset C_{8}, one have V8V7=34.6494874V_{8}\leq V_{7}=34.6494874. However, by Theorem 4.1 and Theorem 4.2, we have

V8(a)\displaystyle V_{8}(a) F1(a)=2a1(a1)2,\displaystyle\geq F_{1}(a)=\frac{2a-1}{(\sqrt{a}-1)^{2}}, (8.1)
V8(a)\displaystyle V_{8}(a) F2(a)=5.87267810a6.87267810(a1)2,\displaystyle\geq F_{2}(a)=\frac{5.87267810a-6.87267810}{(\sqrt{a}-1)^{2}}, (8.2)
V8(a)\displaystyle V_{8}(a) F3(a)=16.5a25.8011608(a1)2.\displaystyle\geq F_{3}(a)=\frac{16.5a-25.8011608}{(\sqrt{a}-1)^{2}}. (8.3)

for a(1,2cosπ10].a\in\left(1,2\displaystyle{}\cos\frac{\pi}{10}\right]. Given function F:(1,)F:(1,\infty)\to\mathbb{R} with the form

F(a)=AaB(a1)2,F(a)=\frac{Aa-B}{(\sqrt{a}-1)^{2}},

where A,BA,B are constant. Taking the derivative, one has

F(a)=BAx(x1)3x.F^{\prime}(a)=\frac{B-A\sqrt{x}}{(\sqrt{x}-1)^{3}\sqrt{x}}.

This implies when A>BA>B the function F(a)F(a) is decreasing on the interval (1,)(1,\infty). On the other hand, when A<BA<B, the function increasing on the interval (1,(B/A)2]\displaystyle{}\left(1,(B/A)^{2}\right] and decreasing on the interval [(B/A)2,)\displaystyle{}[(B/A)^{2},\infty). Apply this on the function F1(a),F2(a)F_{1}(a),F_{2}(a) and F3(a)F_{3}(a), we found out F1(a)F_{1}(a) is a decreasing function on the interval (1,2cosπ10]\displaystyle{}\left(1,2\cos\frac{\pi}{10}\right]. However, the function F2(a)F_{2}(a) is increasing on (1,1.3695543](1,1.3695543] and is decreasing on the interval [1.36955543,2cosπ10]\displaystyle{}\left[1.36955543,2\cos\frac{\pi}{10}\right]. On the same time the function F3(a)F_{3}(a) is increasing on the interval (1,2cosπ10]\displaystyle{}\left(1,2\cos\frac{\pi}{10}\right].

Now, given any f(ϕ)C8f(\phi)\in C_{8} with a0(f)=1,a1(f)=a(1,1.5542038]a_{0}(f)=1,a_{1}(f)=a\in(1,1.5542038], one has

v(f)χ(a)(a1)2F1(a)F1(1.5542038)=34.6494937>V8.v(f)\geq\frac{\chi(a)}{(\sqrt{a}-1)^{2}}\geq F_{1}(a)\geq F_{1}(1.5542038)=34.6494937>V_{8}.

Similarly, for any f(ϕ)C8f(\phi)\in C_{8} with a0(f)=1,a1(f)=a[1.5542038,1.6566924]a_{0}(f)=1,a_{1}(f)=a\in[1.5542038,1.6566924], one could obtain

v(f)χ(a)(a1)2F2(a)F2(1.6566924)=34.6494895>V8.v(f)\geq\frac{\chi(a)}{(\sqrt{a}-1)^{2}}\geq F_{2}(a)\geq F_{2}(1.6566924)=34.6494895>V_{8}.

Finally, for any f(ϕ)C8f(\phi)\in C_{8} with a0(f)=1,a1(f)=a[1.8191095,2cosπ10]a_{0}(f)=1,a_{1}(f)=a\in\left[1.8191095,2\cos\frac{\pi}{10}\right], one could obtain

v(f)χ(a)(a1)2F3(a)F3(1.8191095)=34.6494933>V8.v(f)\geq\frac{\chi(a)}{(\sqrt{a}-1)^{2}}\geq F_{3}(a)\geq F_{3}(1.8191095)=34.6494933>V_{8}.

This completes the proof. ∎

By Fejer-Reisz theorem, the problem of finding the χ8(a)\chi_{8}(a) for a(1,2cosπ10]\displaystyle{}a\in\left(1,2\displaystyle{}\cos\frac{\pi}{10}\right] can be formalized as the minimization problem in 9\mathbb{R}^{9} as:

Problem 8.1.

Consider the optimization problem T1(a)T_{1}(a) defined as follows:

T1(a)T_{1}(a): Minimize F(𝐱)=(x0+x1++x8)21\displaystyle F(\mathbf{x})=(x_{0}+x_{1}+\ldots+x_{8})^{2}-1
subject to H1(𝐱)=x02+x12+x22++x82=1,\displaystyle H_{1}(\mathbf{x})=x_{0}^{2}+x_{1}^{2}+x_{2}^{2}+\ldots+x_{8}^{2}=1,
H2(𝐱)=2(x0x1+x1x2++x7x8)=a,\displaystyle H_{2}(\mathbf{x})=2(x_{0}x_{1}+x_{1}x_{2}+\ldots+x_{7}x_{8})=a,
G1(𝐱)=2(x0x2+x1x3++x6x8)0,\displaystyle G_{1}(\mathbf{x})=2(x_{0}x_{2}+x_{1}x_{3}+\ldots+x_{6}x_{8})\geq 0,
G2(𝐱)=2(x0x3+x1x4++x5x8)0,\displaystyle G_{2}(\mathbf{x})=2(x_{0}x_{3}+x_{1}x_{4}+\ldots+x_{5}x_{8})\geq 0,
\displaystyle\quad\quad\quad{\vdots}
G7(𝐱)=2x0x80.\displaystyle G_{7}(\mathbf{x})=2x_{0}x_{8}\geq 0.

Define t1(a)t_{1}(a) as the optimal value of the objective function F(𝐱)F(\mathbf{x}) for a given aa:

t1(a)=min𝐱F(𝐱)subject to the constraints of T1(a).t_{1}(a)=\min_{\mathbf{x}}F(\mathbf{x})\quad\text{subject to the constraints of }T_{1}(a).

However, instead of considering Problem T1(a)T_{1}(a) with nine constraints, we will consider the following problem with four constraints.

Problem 8.2.

Consider the optimization problem T2(a)T_{2}(a) defined as follows:

T2(a)T_{2}(a): Minimize F(𝐱)=(x0+x1++x8)21\displaystyle F(\mathbf{x})=(x_{0}+x_{1}+\ldots+x_{8})^{2}-1
subject to H1(𝐱)=x02+x12+x22++x82=1,\displaystyle H_{1}(\mathbf{x})=x_{0}^{2}+x_{1}^{2}+x_{2}^{2}+\ldots+x_{8}^{2}=1,
H2(𝐱)=2(x0x1+x1x2++x7x8)=a,\displaystyle H_{2}(\mathbf{x})=2(x_{0}x_{1}+x_{1}x_{2}+\ldots+x_{7}x_{8})=a,
G4(𝐱)=2(x0x5+x1x6+x2x7+x3x8)0,\displaystyle G_{4}(\mathbf{x})=2(x_{0}x_{5}+x_{1}x_{6}+x_{2}x_{7}+x_{3}x_{8})\geq 0,
G5(𝐱)=2(x0x6+x1x7+x2x8)0.\displaystyle G_{5}(\mathbf{x})=2(x_{0}x_{6}+x_{1}x_{7}+x_{2}x_{8})\geq 0.

Define t2(a)t_{2}(a) as the optimal value of the objective function F(𝐱)F(\mathbf{x}) for a given aa:

t2(a)=min𝐱F(𝐱)subject to the constraints of T2(a).t_{2}(a)=\min_{\mathbf{x}}F(\mathbf{x})\quad\text{subject to the constraints of }T_{2}(a).

Since the feasible region of problem T1(a)T_{1}(a) is the subset of the feasible region of problem T2(a)T_{2}(a), this implies

χ8(a)=t1(a)t2(a).\chi_{8}(a)=t_{1}(a)\geq t_{2}(a).

If the optimal point of problem T2(a)T_{2}(a) also satisfies the condition G1(𝐱),G2(𝐱),G_{1}(\mathbf{x}),G_{2}(\mathbf{x}), G3(𝐱),G6(𝐱),G_{3}(\mathbf{x}),G_{6}(\mathbf{x}), and G7(𝐱)G_{7}(\mathbf{x}), then the optimal point will lie inside the feasible region of problem T1(a)T_{1}(a). This implies it will also be the solution of problem T1(a)T_{1}(a). In this case,

χ8(a)=t1(a)=t2(a).\chi_{8}(a)=t_{1}(a)=t_{2}(a).
Theorem 8.2.

The exact value of V8V_{8} can be expressed as:

V8=infa[1.6566924,1.8191095]t2(a)(a1)2=34.5399155.V_{8}=\inf_{a\in[1.6566924,1.8191095]}\frac{t_{2}(a)}{(\sqrt{a}-1)^{2}}=34.5399155.

The exact solution corresponding to this infimum could be obtained at the point

t=\displaystyle t= [0.1246536,0.3805581,0.5968565,0.5888198,0.3562317,\displaystyle[0.1246536,0.3805581,0.5968565,0.5888198,0.3562317,
0.0912429,0.0315349,0.0146819,0.0159473]\displaystyle 0.0912429,-0.0315349,-0.0146819,0.0159473]

The polynomial corresponding to this solution is,

f(ϕ)\displaystyle f(\phi) =a0+a1cosϕ+a2cos2ϕ+a3cos3ϕ+a4cos4ϕ\displaystyle=a_{0}+a_{1}\cos\phi+a_{2}\cos 2\phi+a_{3}\cos 3\phi+a_{4}\cos 4\phi
+a5cos5ϕ+a6cos6ϕ+a7cos7ϕ+a8cos8ϕ,\displaystyle+a_{5}\cos 5\phi+a_{6}\cos 6\phi+a_{7}\cos 7\phi+a_{8}\cos 8\phi,

where

a0\displaystyle a_{0} =1,\displaystyle=1,
a1\displaystyle a_{1} =1.7312576,\displaystyle=1.7312576,
a2\displaystyle a_{2} =1.1034980,\displaystyle=1.1034980,
a3\displaystyle a_{3} =0.4821616,\displaystyle=0.4821616,
a4\displaystyle a_{4} =0.1146858,\displaystyle=0.1146858,
a5\displaystyle a_{5} =0,\displaystyle=0,
a6\displaystyle a_{6} =0,\displaystyle=0,
a7\displaystyle a_{7} =0.0084774,\displaystyle=0.0084774,
a8\displaystyle a_{8} =0.0039758.\displaystyle=0.0039758.
Proof.

Fix an a[1.6566924,1.8191095]a\in[1.6566924,1.8191095], we would first like to establish the numerical solution of the optimization problem T2(a)T_{2}(a). By applying the Karush-Kuhn-Tucker conditions (Theorem 3.3), if a point 𝐱¯9\overline{\mathbf{x}}\in\mathbb{R}^{9} solves Problem T2(a)T_{2}(a) globally, there exist scalars λ1,λ2,u1,u2\lambda_{1},\lambda_{2},u_{1},u_{2} such that

F(𝐱¯)+i=12λiHi(𝐱¯)+i=12uiG3+i(𝐱¯)\displaystyle\nabla F(\overline{\mathbf{x}})+\sum_{i=1}^{2}\lambda_{i}\nabla H_{i}(\overline{\mathbf{x}})+\sum_{i=1}^{2}u_{i}\nabla G_{3+i}(\overline{\mathbf{x}}) =𝟎\displaystyle=\mathbf{0} (8.4)
uiG3+i(𝐱¯)\displaystyle u_{i}G_{3+i}(\overline{\mathbf{x}}) =0\displaystyle=0 for i=1,2\displaystyle\text{ for }i=1,2 (8.5)
ui\displaystyle u_{i} 0\displaystyle\geq 0 for i=1,2\displaystyle\text{ for }i=1,2 (8.6)

By the Equation (8.5), the problem T2(a)T_{2}(a) could be divided into the following four subproblems, we call them problem T2,1(a),T2,2(a),T2,3(a)T_{2,1}(a),T_{2,2}(a),T_{2,3}(a) and T2,4(a)T_{2,4}(a) respectively. We will use t2,1(a),t2,2(a),t2,3(a)t_{2,1}(a),t_{2,2}(a),t_{2,3}(a) and t2,4(a)t_{2,4}(a) to denote the solutions of these subproblems respectively. The first subcase is when u1=0,u2=0u_{1}=0,u_{2}=0, the minimization problem corresponding to this subcase is

T2,1(a)T_{2,1}(a): Minimize F(𝐱)=(x0+x1++x8)21\displaystyle F(\mathbf{x})=(x_{0}+x_{1}+\ldots+x_{8})^{2}-1
subject to H1(𝐱)=x02+x12+x22++x82=1,\displaystyle H_{1}(\mathbf{x})=x_{0}^{2}+x_{1}^{2}+x_{2}^{2}+\ldots+x_{8}^{2}=1,
H2(𝐱)=2(x0x1+x1x2++x7x8)=a.\displaystyle H_{2}(\mathbf{x})=2(x_{0}x_{1}+x_{1}x_{2}+\ldots+x_{7}x_{8})=a.

The second subcase is when u10,u2=0u_{1}\neq 0,u_{2}=0, the minimization problem corresponding to this subcase is

T2,2(a)T_{2,2}(a): Minimize F(𝐱)=(x0+x1++x8)21\displaystyle F(\mathbf{x})=(x_{0}+x_{1}+\ldots+x_{8})^{2}-1
subject to H1(𝐱)=x02+x12+x22++x82=1,\displaystyle H_{1}(\mathbf{x})=x_{0}^{2}+x_{1}^{2}+x_{2}^{2}+\ldots+x_{8}^{2}=1,
H2(𝐱)=2(x0x1+x1x2++x7x8)=a,\displaystyle H_{2}(\mathbf{x})=2(x_{0}x_{1}+x_{1}x_{2}+\ldots+x_{7}x_{8})=a,
G4(𝐱)=2(x0x5+x1x6+x2x7+x3x8)=0.\displaystyle G_{4}(\mathbf{x})=2(x_{0}x_{5}+x_{1}x_{6}+x_{2}x_{7}+x_{3}x_{8})=0.

The third subcase is when u1=0,u20u_{1}=0,u_{2}\neq 0, the minimization problem corresponding to this subcase is

T2,3(a)T_{2,3}(a): Minimize F(𝐱)=(x0+x1++x8)21\displaystyle F(\mathbf{x})=(x_{0}+x_{1}+\ldots+x_{8})^{2}-1
subject to H1(𝐱)=x02+x12+x22++x82=1,\displaystyle H_{1}(\mathbf{x})=x_{0}^{2}+x_{1}^{2}+x_{2}^{2}+\ldots+x_{8}^{2}=1,
H2(𝐱)=2(x0x1+x1x2++x7x8)=a,\displaystyle H_{2}(\mathbf{x})=2(x_{0}x_{1}+x_{1}x_{2}+\ldots+x_{7}x_{8})=a,
G5(𝐱)=2(x0x6+x1x7+x2x8)=0.\displaystyle G_{5}(\mathbf{x})=2(x_{0}x_{6}+x_{1}x_{7}+x_{2}x_{8})=0.

The fourth subcase is when u10,u20u_{1}\neq 0,u_{2}\neq 0, the minimization problem corresponding to this subcase is

T2,4(a)T_{2,4}(a): Minimize F(𝐱)=(x0+x1++x8)21\displaystyle F(\mathbf{x})=(x_{0}+x_{1}+\ldots+x_{8})^{2}-1
subject to H1(𝐱)=x02+x12+x22++x82=1,\displaystyle H_{1}(\mathbf{x})=x_{0}^{2}+x_{1}^{2}+x_{2}^{2}+\ldots+x_{8}^{2}=1,
H2(𝐱)=2(x0x1+x1x2++x7x8)=a,\displaystyle H_{2}(\mathbf{x})=2(x_{0}x_{1}+x_{1}x_{2}+\ldots+x_{7}x_{8})=a,
G4(𝐱)=2(x0x5+x1x6+x2x7+x3x8)=0,\displaystyle G_{4}(\mathbf{x})=2(x_{0}x_{5}+x_{1}x_{6}+x_{2}x_{7}+x_{3}x_{8})=0,
G5(𝐱)=2(x0x6+x1x7+x2x8)=0.\displaystyle G_{5}(\mathbf{x})=2(x_{0}x_{6}+x_{1}x_{7}+x_{2}x_{8})=0.

By penalty function method (Theorem 3.4), for i=1,2,3,4i=1,2,3,4, we have

t2,i(a)=limμθi(μ),t_{2,i}(a)=\lim_{\mu\to\infty}\theta_{i}(\mu),

where

θ1(μ)\displaystyle\theta_{1}(\mu) =inf{F(𝐱)+μ((H1(𝐱)1)2+(H2(𝐱)a)2)𝐱9},\displaystyle=\inf\left\{F(\mathbf{x})+\mu\left((H_{1}(\mathbf{x})-1)^{2}+(H_{2}(\mathbf{x})-a)^{2}\right)\mid\mathbf{x}\in\mathbb{R}^{9}\right\},
θ2(μ)\displaystyle\theta_{2}(\mu) =inf{F(𝐱)+μ((H1(𝐱)1)2+(H2(𝐱)a)2+G4(𝐱)2)𝐱9},\displaystyle=\inf\left\{F(\mathbf{x})+\mu\left((H_{1}(\mathbf{x})-1)^{2}+(H_{2}(\mathbf{x})-a)^{2}+G_{4}(\mathbf{x})^{2}\right)\mid\mathbf{x}\in\mathbb{R}^{9}\right\},
θ3(μ)\displaystyle\theta_{3}(\mu) =inf{F(𝐱)+μ((H1(𝐱)1)2+(H2(𝐱)a)2+G5(𝐱)2)𝐱9},\displaystyle=\inf\left\{F(\mathbf{x})+\mu\left((H_{1}(\mathbf{x})-1)^{2}+(H_{2}(\mathbf{x})-a)^{2}+G_{5}(\mathbf{x})^{2}\right)\mid\mathbf{x}\in\mathbb{R}^{9}\right\},
θ4(μ)\displaystyle\theta_{4}(\mu) =inf{F(𝐱)+μ((H1(𝐱)1)2+(H2(𝐱)a)2+i=12G3+i(𝐱)2)𝐱9}.\displaystyle=\inf\left\{F(\mathbf{x})+\mu\left((H_{1}(\mathbf{x})-1)^{2}+(H_{2}(\mathbf{x})-a)^{2}+\sum_{i=1}^{2}G_{3+i}(\mathbf{x})^{2}\right)\mid\mathbf{x}\in\mathbb{R}^{9}\right\}.

Then, a Matlab-based algorithm is employed to compute the t2,i(a)(a1)2\displaystyle{}\frac{t_{2,i}(a)}{(\sqrt{a}-1)^{2}} for i=1,2,3,4i=1,2,3,4, through Newton-Raphson method and penalty function approach.

For each subproblem t2,i(a)t_{2,i}(a), a graph (Figure 19, Figure 20, Figure 21 and Figure 22) is generated plotting the ratio t2,i(a)(a1)2\displaystyle{}\frac{t_{2,i}(a)}{(\sqrt{a}-1)^{2}} against aa. Colors are utilized in the graphs to differentiate between feasible and infeasible solutions for the original problem T2(a)T_{2}(a). Red points signify infeasible solutions that resolve subproblems but violate certain constraints, while green points represent feasible solutions that adhere to all constraints.

Refer to caption
Figure 19: The ratio t2,1(a)(a1)2\displaystyle{}\frac{t_{2,1}(a)}{(\sqrt{a}-1)^{2}}.
Refer to caption
Figure 20: The ratio t2,2(a)(a1)2\displaystyle{}\frac{t_{2,2}(a)}{(\sqrt{a}-1)^{2}}.
Refer to caption
Figure 21: The ratio t2,3(a)(a1)2\displaystyle{}\frac{t_{2,3}(a)}{(\sqrt{a}-1)^{2}}.
Refer to caption
Figure 22: The ratio t2,4(a)(a1)2\displaystyle{}\frac{t_{2,4}(a)}{(\sqrt{a}-1)^{2}}.

Among all feasible solutions for each aa, t2(a)t_{2}(a) is identified as the minimum value of all t2,i(a)t_{2,i}(a) that are feasible to the problem T2(a)T_{2}(a). The following graph (Figure 23) is generated plotting the ratio of the function t2(a)(a1)2\displaystyle{}\frac{t_{2}(a)}{(\sqrt{a}-1)^{2}}.

Refer to caption
Figure 23: The ratio t2(a)(a1)2\displaystyle{}\frac{t_{2}(a)}{(\sqrt{a}-1)^{2}}.

Then, the infimum of the ratio is determined to be 34.539915534.5399155, achieved at

t=\displaystyle t= [0.1246536,0.3805581,0.5968565,0.5888198,0.3562317,\displaystyle[0.1246536,0.3805581,0.5968565,0.5888198,0.3562317,
0.0912429,0.0315349,0.0146819,0.0159473].\displaystyle 0.0912429,-0.0315349,-0.0146819,0.0159473].

The polynomial corresponding to this solution is,

f(ϕ)\displaystyle f(\phi) =a0+a1cosϕ+a2cos2ϕ+a3cos3ϕ+a4cos4ϕ\displaystyle=a_{0}+a_{1}\cos\phi+a_{2}\cos 2\phi+a_{3}\cos 3\phi+a_{4}\cos 4\phi
+a5cos5ϕ+a6cos6ϕ+a7cos7ϕ+a8cos8ϕ,\displaystyle+a_{5}\cos 5\phi+a_{6}\cos 6\phi+a_{7}\cos 7\phi+a_{8}\cos 8\phi,

where

a0\displaystyle a_{0} =1,\displaystyle=1,
a1\displaystyle a_{1} =1.7312576,\displaystyle=1.7312576,
a2\displaystyle a_{2} =1.1034980,\displaystyle=1.1034980,
a3\displaystyle a_{3} =0.4821616,\displaystyle=0.4821616,
a4\displaystyle a_{4} =0.1146858,\displaystyle=0.1146858,
a5\displaystyle a_{5} =0,\displaystyle=0,
a6\displaystyle a_{6} =0,\displaystyle=0,
a7\displaystyle a_{7} =0.0084774,\displaystyle=0.0084774,
a8\displaystyle a_{8} =0.0039758.\displaystyle=0.0039758.

One could see that this point tt also lies in the feasible region of T1(a1)T_{1}\left(a_{1}\right). This implies that the optimal solution of problem T2(a1)T_{2}\left(a_{1}\right) is also the optimal solution of problem T1(a1)T_{1}\left(a_{1}\right) and thus agrees with the value of χ8(a1)\chi_{8}\left(a_{1}\right). By the relationship

χ8(a)(a1)2t2(a)(a1)2,\frac{\chi_{8}(a)}{(\sqrt{a}-1)^{2}}\geq\frac{t_{2}(a)}{(\sqrt{a}-1)^{2}},

one can conclude

V8\displaystyle V_{8} =infa[1.6566924,1.8191095]χ8(a)(a1)2\displaystyle=\inf_{a\in\displaystyle{}[1.6566924,1.8191095]}\frac{\chi_{8}(a)}{(\sqrt{a}-1)^{2}}
=infa[1.6566924,1.8191095]t2(a)(a1)2\displaystyle=\inf_{a\in\displaystyle{}[1.6566924,1.8191095]}\frac{t_{2}(a)}{(\sqrt{a}-1)^{2}}
=34.5399155.\displaystyle=34.5399155.

This completes the proof.

Acknowledgements

The work is supported by the Xiamen University Malaysia Research Fund (XMUMRF/2021-C8/IMAT/0017).

This work continues the author’s undergraduate thesis, which was supervised by Prof. Dr. Teo Lee Peng at Xiamen University Malaysia. The author expresses sincere gratitude for her guidance, which lasted approximately 18 months. He appreciates all the knowledge and qualities he learned from her. Additionally, the author would like to thank the Department of Mathematics and Applied Mathematics at Xiamen University Malaysia for providing a quality education.

Last but not least, the support from family members, his partner, and every teacher was the only reason the author was able to overcome all hardships and turn professional.

Appendix A Proof of the lemma in Section 2.3.

Lemma A.1 (Lemma 2.9).

Given four positive real numbers a,b,Δa,Δba,b,\Delta a,\Delta b, if

ΔaΔb>ab,\frac{\Delta a}{\Delta b}>\frac{a}{b},

then

a+Δab+Δb>ab.\frac{a+\Delta a}{b+\Delta b}>\frac{a}{b}.
Proof.

Let ab=k\displaystyle{}\frac{a}{b}=k, then Δa>abΔb=kΔb\displaystyle{}\Delta a>\frac{a}{b}\Delta b=k\Delta b, which implies

a+Δab+Δb>kb+kΔbb+Δb=k.\frac{a+\Delta a}{b+\Delta b}>\frac{kb+k\Delta b}{b+\Delta b}=k.

This completes the proof. ∎

Lemma A.2 (Lemma 2.10).

Given five positive real numbers a1,a2,b1,b2,ka_{1},a_{2},b_{1},b_{2},k, if

a1b1>kanda2b2>k,\frac{a_{1}}{b_{1}}>k\quad\text{and}\quad\frac{a_{2}}{b_{2}}>k,

then

a1+a2b1+b2>k.\frac{a_{1}+a_{2}}{b_{1}+b_{2}}>k.
Proof.

This is just an implication of Lemma A.1. Without loss of generality, assume that a1b1a2b2\displaystyle{}\frac{a_{1}}{b_{1}}\geq\frac{a_{2}}{b_{2}}, then

a1+a2b1+b2a2b2>k.\frac{a_{1}+a_{2}}{b_{1}+b_{2}}\geq\frac{a_{2}}{b_{2}}>k.

This completes the proof. ∎

Lemma A.3 (Lemma 2.11).

Given four positive real numbers a,b,Δa,Δba,b,\Delta a,\Delta b, then

(a+Δa)(b+Δb)ab+ΔaΔb,\sqrt{(a+\Delta a)(b+\Delta b)}\geq\sqrt{ab}+\sqrt{\Delta a\Delta b},

equality holds when aΔb=bΔa.a\Delta b=b\Delta a.

Proof.

Since both sides of the inequality are positive, it is enough to prove

(a+Δa)(b+Δb)ab+ΔaΔb+2abΔaΔb.(a+\Delta a)(b+\Delta b)\geq ab+\Delta a\Delta b+2\sqrt{ab\Delta a\Delta b}.

Simplifying, we get

aΔb+bΔa2abΔaΔb.a\Delta b+b\Delta a\geq 2\sqrt{ab\Delta a\Delta b}.

The arithmetic-geometric mean inequality implies the inequality above is true, and equality holds when aΔb=bΔaa\Delta b=b\Delta a. ∎

Appendix B Matlab Implementation for Computing Q2,1(a)Q_{2,1}(a)

This appendix provides the Matlab code utilized to solve the optimization problem Q2,1(a)Q_{2,1}(a) for determining the exact value of V5V_{5}. The code employs the Newton-Raphson method in conjunction with a penalty function approach to iteratively find the minimizer of the penalized objective function. The code could be modified to solve the problem P2(a),Q2,2(a),R2,i(a),S2,i(a)P_{2}(a),Q_{2,2}(a),R_{2,i}(a),S_{2,i}(a), and T2,i(a)T_{2,i}(a) for i=1,2,3,4i=1,2,3,4.

1
2 function RESULT=V5()
3 VValue_ANS=[0]
4 AValue=[0]
5 Feasible=[0]
6 A=1.6456659
7 B=2*cos(pi/7)
8 P=10^7
9
10 for n=0:P
11
12 a=A+(B-A)*n/P
13
14 % For different values of a, the initial guess is different to address the issue of local solution and convergence.
15
16 if a>=1.6456 && a< 1.68
17 V5=Algorithm(a,[0.2813599288; 0.5616322755; 0.6297662332; 0.4344555262; 0.1227731004; -0.0705778044],n)
18 end
19
20 if a>=1.68 && a< 1.72
21 V5=Algorithm(a,[-0.0201966983; 0.1955685973; 0.4848202185; 0.6297457947; 0.5212134113; 0.2409501665],n)
22 end
23
24 if a>=1.72 && a< 1.76
25 V5=Algorithm(a,[-0.1711276227; -0.4436859255; -0.6124330758; -0.5502991243; -0.3040722037; -0.0591661108 ],n)
26 end
27
28 if a>=1.76 && a< 1.81
29 V5=Algorithm(a,[-0.1579917997; -0.3946171069; -0.5650843883; -0.5650843821; -0.3946170930; -0.1579917886],n)
30 end
31
32 % Use two while loops to ensure the algorithm converges to the global minimum.
33
34 while abs(V5(1)-V5(2))>=10^(-7) || abs(V5(3)-1)>=10^(-7) || abs(V5(4)-a)>=10^(-7)
35
36 V5=Algorithm(a,[2*rand(1)-1 ; 2*rand(1)-1 ; 2*rand(1)-1 ; 2*rand(1)-1 ; 2*rand(1)-1 ;2*rand(1)-1 ],n)
37
38 end
39
40 if n>=1
41 while abs(V5(1)-V5(2))>=10^(-7) || abs(V5(3)-1)>=10^(-7) || abs(V5(1)-VValue_ANS(n))>10^{-7}
42 V5=Algorithm(a,[ 2*rand(1)-1 ; 2*rand(1)-1 ; 2*rand(1)-1 ; 2*rand(1)-1 ; 2*rand(1)-1 ;2*rand(1)-1 ],n)
43
44 end
45 end
46
47 % Check if the solution is feasible to the problem $Q_2(a)$.
48 if V5(8)>=-0.001
49 feasible=1
50 else
51 feasible=0
52 end
53
54 Feasible(n+1)=feasible
55 AValue(n+1)=a
56 VValue_ANS(n+1)=V5(1,1)
57 RESULT=[AValue;VValue_ANS;Feasible]
58 end
59
60 X=RESULT(1,:)
61 Y=RESULT(2,:)
62 Feasible=RESULT(3,:)
63
64 % Create a new figure
65 figure;
66
67 % Define marker size
68 markerSize = 5; % Adjust the size as needed to make the curve appear smooth
69
70 % Plot points where Feasible == 0 with smaller filled red circles
71
72 scatter(X(Feasible== 1), Y(Feasible== 1), markerSize, ’filled’, ’MarkerFaceColor’, ’g’);
73
74 hold on; % Hold on to the current plot
75 scatter(X(Feasible== 0), Y(Feasible== 0), markerSize, ’filled’, ’MarkerFaceColor’, ’r’);
76
77
78 % Adding labels and title for better information
79 xlabel(’a’, ’Interpreter’, ’latex’);
80 ylabel(’$\frac{q_{2,1}(a)}{(\sqrt{a}-1)^2)}$’, ’Interpreter’, ’latex’);
81 title(’Value of $\frac{q_{2,1}(a)}{(\sqrt{a}-1)^2)}$’, ’Interpreter’, ’latex’);
82
83 % Adding grid for better visualization
84 grid on;
85
86 % Hold off to stop adding to the current plot
87 hold off;
88
89
90 end
91
92
93 function x_opt= Algorithm(a,xstart,n)
94 %Test of V5
95 % increases the r iteratively to ensure the convergence to the global minimum.
96 r=100000000
97 % Define the function and its gradient
98 Vvalue=1000
99
100 syms x0 x1 x2 x3 x4 x5 ;
101
102 % Define the constant and whether we need to consider it in the optimization problem.
103 h5=2*x0*x5;
104 I1=0
105
106 % The main penalty function.
107 f=(x0+x1+x2+x3+x4+x5)^2+r*(x0^2+x1^2+x2^2+x3^2+x4^2+x5^2-1)^2+r*(2*(x0*x1+x1*x2+x2*x3+x3*x4+x4*x5)- a)^2+r*(I1*h5)^2;
108
109 % Define the gradient of the function
110 grad_f = gradient(f, [x0, x1, x2, x3, x4,x5]);
111
112 % Define the Hessian matrix
113 hessian_f = hessian(f, [x0, x1, x2, x3, x4,x5]);
114
115 % Initial guess for the minimum
116 % Newton’s method iterations
117 max_iterations = 10000000;
118 tolerance = 10^(-4);
119 for iter = 1:max_iterations
120 % Evaluate the function and its gradient at the current point
121 f_val = double(subs(f, [x0, x1, x2, x3, x4,x5], xstart’));
122 grad_val = double(subs(grad_f, [x0, x1, x2, x3, x4,x5], xstart’));
123
124 % Check convergence
125 if norm(grad_val) < tolerance
126
127 fprintf(’Converged to a minimum: [%.10f; %.10f; %.10f; %.10f; %.10f; %.10f]\n’, xstart(1), xstart(2), xstart(3),xstart(4),xstart(5),xstart(6));
128
129 break;
130 end
131
132 % Calculate the Newton update direction
133 hessian_val = double(subs(hessian_f, [x0, x1, x2, x3, x4,x5], xstart’));
134 delta_x = -inv(hessian_val) * grad_val;
135
136 % Update the current point
137 xstart = xstart + delta_x;
138
139 % Display iteration information
140 fprintf(’Iteration %d: [%.8f, %.8f, %.8f, %.8f, %.8f, %.8f], Gradient norm: %f\n’, iter, xstart(1), xstart(2), xstart(3),xstart(4), xstart(5), xstart(6), norm(grad_val));
141
142 % Calculate the corresponding cosine polynomial.
143 a0=xstart(1)^2+xstart(2)^2+xstart(3)^2+xstart(4)^2+xstart(5)^2+xstart(6)^2;
144 a1=2*(xstart(1)*xstart(2)+xstart(2)*xstart(3)+xstart(3)*xstart(4)+xstart(4)*xstart(5)+xstart(5)*xstart(6));
145 a2=2*(xstart(1)*xstart(3)+xstart(2)*xstart(4)+xstart(3)*xstart(5)+xstart(4)*xstart(6));
146 a3=2*(xstart(1)*xstart(4)+xstart(2)*xstart(5)+xstart(3)*xstart(6));
147 a4=2*(xstart(1)*xstart(5)+xstart(2)*xstart(6));
148 a5=2*( xstart(1)*xstart(6));
149
150 % Calculate the value of the value of $v(f)$ in two different methods to ensure the convergence to the global minimum.
151 Vvalue=(a1+a2+a3+a4+a5)/(sqrt(a1)-sqrt(a0))^2
152 Vvalue2=((xstart(1)+xstart(2)+xstart(3)+xstart(4)+xstart(5)+xstart(6))^2-a0)/(sqrt(a1)-sqrt(a0))^2
153 x_opt=[Vvalue,Vvalue2,a0,a1,a2,a3,a4,a5,n]
154
155 end
156
157
158 if iter == max_iterations
159 fprintf(’Maximum iterations reached without convergence\n’);
160 V5=[0,1,0,0,0,0,0,0,0]
161 end
162
163 end
Listing 1: MATLAB Code for computing q2,1(a)q_{2,1}(a)

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