TSSOS: A MOMENT-SOS HIERARCHY THAT EXPLOITS TERM SPARSITY

被引:57
作者
Wang, Jie [1 ]
Magron, Victor [1 ]
Lasserre, Jean-Bernard [1 ]
机构
[1] Lab Anal & Architecture Syst LAAS, F-31031 Toulouse, France
基金
欧洲研究理事会; 欧盟地平线“2020”;
关键词
polynomial optimization; moment relaxation; sum of squares; term sparsity; moment-SOS hierarchy; semidefinite programming; POLYNOMIAL OPTIMIZATION; GLOBAL OPTIMIZATION; SDP-RELAXATIONS; SQUARES; SUMS; MATRICES;
D O I
10.1137/19M1307871
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper is concerned with polynomial optimization problems. We show how to exploit term (or monomial) sparsity of the input polynomials to obtain a new converging hierarchy of semidefinite programming relaxations. The novelty (and distinguishing feature) of such relaxations is to involve block-diagonal matrices obtained in an iterative procedure performing completion of the connected components of certain adjacency graphs. The graphs are related to the terms arising in the original data and not to the links between variables. Our theoretical framework is then applied to compute lower bounds for polynomial optimization problems either randomly generated or coming from the networked system literature.
引用
收藏
页码:30 / 58
页数:29
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