多项式优化问题的图论算法

S. Sojoudi, Ramtin Madani, G. Fazelnia, J. Lavaei
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引用次数: 5

摘要

本文的目的是利用半定规划(SDP)松弛来研究一般多项式优化问题。第一个目标是展示优化问题的底层结构和稀疏性如何影响其计算复杂度。基于低秩优化和矩阵补全的概念,提出了图论算法来解决这个问题。在此结果的基础上,证明了每个多项式优化问题都有一个稀疏表示,其SDP松弛具有1或2阶解。详细讨论了这些结果的意义,并研究了它们在分散控制和电力系统中的应用。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Graph-theoretic algorithms for polynomial optimization problems
The objective of this tutorial paper is to study a general polynomial optimization problem using a semidefinite programming (SDP) relaxation. The first goal is to show how the underlying structure and sparsity of an optimization problem affect its computational complexity. Graph-theoretic algorithms are presented to address this problem based on the notions of low-rank optimization and matrix completion. By building on this result, it is then shown that every polynomial optimization problem admits a sparse representation whose SDP relaxation has a rank 1 or 2 solution. The implications of these results are discussed in details and their applications in decentralized control and power systems are also studied.
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