A bounded degree SOS hierarchy for polynomial optimization
Author(s) -
Jean B. Lasserre,
Kim-Chuan Toh,
Stephanie Yang
Publication year - 2015
Publication title -
euro journal on computational optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.95
H-Index - 14
eISSN - 2192-4414
pISSN - 2192-4406
DOI - 10.1007/s13675-015-0050-y
Subject(s) - hierarchy , mathematics , semidefinite programming , polynomial , bounded function , polynomial hierarchy , discrete mathematics , combinatorics , rank (graph theory) , monomial , relaxation (psychology) , time complexity , mathematical optimization , psychology , mathematical analysis , social psychology , economics , market economy
We consider a new hierarchy of semidefinite relaxations for the general polynomial optimization problem $(P)::f^{ast}=min {,f(x):xin K,}$ on a compact basic semi-algebraic set $KsubsetR^n$. This hierarchy combines some advantages of the standard LP-relaxations associated with Krivineu0027s positivity certificate and some advantages of the standard SOS-hierarchy. In particular it has the following attractive features: (a) In contrast to the standard SOS-hierarchy, for each relaxation in the hierarchy, the size of the matrix associated with the semidefinite constraint is the same and fixed in advance by the user. (b) In contrast to the LP-hierarchy, finite convergence occurs at the first step of the hierarchy for an important class of convex problems. Finally (c) some important techniques related to the use of point evaluations for declaring a polynomial to be zero and to the use of rank-one matrices make an efficient implementation possible. Preliminary results on a sample of non convex problems are encouraging.
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