Sum of squares basis pursuit with linear and second order cone programming

被引:23
作者
Ahmadi, Amir Ali [1 ]
Hall, Georgina [1 ]
机构
[1] Princeton Univ, ORFE, Sherrerd Hall,Charlton St, Princeton, NJ 08540 USA
来源
ALGEBRAIC AND GEOMETRIC METHODS IN DISCRETE MATHEMATICS | 2017年 / 685卷
关键词
D O I
10.1090/conm/685/13712
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We devise a scheme for solving an iterative sequence of linear programs (LPs) or second order cone programs (SOCPs) to approximate the optimal value of any semidefinite program (SDP) or sum of squares (SOS) program. The first LP and SOCP-based bounds in the sequence come from the recent work of Ahmadi and Majumdar on diagonally dominant sum of squares (DSOS) and scaled diagonally dominant sum of squares (SDSOS) polynomials. We then iteratively improve on these bounds by pursuing better bases in which more relevant SOS polynomials admit a DSOS or SDSOS representation. Different interpretations of the procedure from primal and dual perspectives are given. While the approach is applicable to SDP relaxations of general polynomial programs, we apply it to two problems of discrete optimization: the maximum independent set problem and the partition problem. We further show that some completely trivial instances of the partition problem lead to strictly positive polynomials on the boundary of the sum of squares cone and hence make the SOS relaxation fail.
引用
收藏
页码:27 / 53
页数:27
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