An accelerated first-order method for solving SOS relaxations of unconstrained polynomial optimization problems

被引:10
|
作者
Bertsimas, Dimitris [1 ]
Freund, Robert M. [1 ]
Sun, Xu Andy [2 ]
机构
[1] MIT, Alfred P Sloan Sch Management, Cambridge, MA 02139 USA
[2] IBM Thomas J Watson Res Ctr, Yorktown Hts, NY 10598 USA
关键词
polynomial optimization; semidefinite programming relaxation; accelerated first order methods; global optimization; GLOBAL OPTIMIZATION; SEMIDEFINITE; MATLAB;
D O I
10.1080/10556788.2012.656114
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
Our interest lies in solving sum of squares (SOS) relaxations of large-scale unconstrained polynomial optimization problems. Because interior-point methods for solving these problems are severely limited by the large-scale, we are motivated to explore efficient implementations of an accelerated first-order method to solve this class of problems. By exploiting special structural properties of this problem class, we greatly reduce the computational cost of the first-order method at each iteration. We report promising computational results as well as a curious observation about the behaviour of the first-order method for the SOS relaxations of the unconstrained polynomial optimization problem.
引用
收藏
页码:424 / 441
页数:18
相关论文
共 50 条
  • [1] A note on sparse SOS and SDP relaxations for polynomial optimization problems over symmetric cones
    Masakazu Kojima
    Masakazu Muramatsu
    Computational Optimization and Applications, 2009, 42 : 31 - 41
  • [2] A note on sparse SOS and SDP relaxations for polynomial optimization problems over symmetric cones
    Kojima, Masakazu
    Muramatsu, Masakazu
    COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2009, 42 (01) : 31 - 41
  • [3] WELL-POSEDNESS IN UNCONSTRAINED POLYNOMIAL OPTIMIZATION PROBLEMS
    Van Doat Dang
    Huy Vui Ha
    Tien-So'n Pham
    SIAM JOURNAL ON OPTIMIZATION, 2016, 26 (03) : 1411 - 1428
  • [4] Solving polynomial variational inequality problems via Lagrange multiplier expressions and Moment-SOS relaxations
    Nie, Jiawang
    Sun, Defeng
    Tang, Xindong
    Zhang, Min
    COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2025, 90 (02) : 361 - 394
  • [5] SDP RELAXATIONS FOR QUADRATIC OPTIMIZATION PROBLEMS DERIVED FROM POLYNOMIAL OPTIMIZATION PROBLEMS
    Mevissen, Martin
    Kojima, Masakazu
    ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH, 2010, 27 (01) : 15 - 38
  • [6] CONVERGENT SEMIDEFINITE PROGRAMMING RELAXATIONS FOR GLOBAL BILEVEL POLYNOMIAL OPTIMIZATION PROBLEMS
    Jeyakumar, V.
    Lasserre, J. B.
    Li, G.
    Pham, T. S.
    SIAM JOURNAL ON OPTIMIZATION, 2016, 26 (01) : 753 - 780
  • [7] CONVERGENT RELAXATIONS OF POLYNOMIAL OPTIMIZATION PROBLEMS WITH NONCOMMUTING VARIABLES
    Pironio, S.
    Navascues, M.
    Acin, A.
    SIAM JOURNAL ON OPTIMIZATION, 2010, 20 (05) : 2157 - 2180
  • [8] LAGRANGIAN-CONIC RELAXATIONS, PART II: APPLICATIONS TO POLYNOMIAL OPTIMIZATION PROBLEMS
    Arima, Naohiko
    Kim, Sunyoung
    Kojima, Masakazu
    Toh, Kim-Chuan
    PACIFIC JOURNAL OF OPTIMIZATION, 2019, 15 (03): : 415 - 439
  • [9] A MULTIGRID APPROACH TO SDP RELAXATIONS OF SPARSE POLYNOMIAL OPTIMIZATION PROBLEMS
    Campos, Juan S.
    Parpas, Panos
    SIAM JOURNAL ON OPTIMIZATION, 2018, 28 (01) : 1 - 29
  • [10] A POLYNOMIAL OPTIMIZATION FRAMEWORK FOR POLYNOMIAL QUASI-VARIATIONAL INEQUALITIES WITH MOMENT-SOS RELAXATIONS
    Tang, Xindong
    Zhang, Min
    Zhong, Wenzhi
    NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION, 2024,