Global Optimization via the Dual SONC Cone and Linear Programming

被引:7
作者
Dressler, Mareike [1 ]
Heuer, Janin [2 ]
Naumann, Helen [3 ]
de Wolff, Timo [2 ]
机构
[1] Univ Calif San Diego, Dept Math, La Jolla, CA 92093 USA
[2] Tech Univ, Inst Anal & Algebra, AG Algebra, D-38106 Braunschweig, Germany
[3] Goethe Univ, FB 12, Inst Math, D-60054 Frankfurt, Germany
来源
PROCEEDINGS OF THE 45TH INTERNATIONAL SYMPOSIUM ON SYMBOLIC AND ALGEBRAIC COMPUTATION, ISSAC 2020 | 2020年
关键词
circuit polynomial; dual cone; linear programming; nonconvex global optimization; SONC; POLYNOMIALS;
D O I
10.1145/3373207.3404043
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
Using the dual cone of sums of nonnegative circuits (SONC), we provide a relaxation of the global optimization problem to minimize an exponential sum and, as a special case, a multivariate real polynomial. Our approach builds on two key observations. First, that the dual SONC cone is contained in the primal one. Hence, containment in this cone is a certificate of nonnegativity. Second, we show that membership in the dual cone can be verified by a linear program. We implement the algorithm and present initial experimental results comparing our method to existing approaches.
引用
收藏
页码:138 / 145
页数:8
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