利用大规模多项式优化中的常迹特性

IF 2.7 1区 数学 Q2 COMPUTER SCIENCE, SOFTWARE ENGINEERING
Ngoc Hoang Anh Mai, J. B. Lasserre, Victor Magron, Jie Wang
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引用次数: 0

摘要

证明了具有球约束的多项式优化问题(POP)的每一个半定矩松弛都可以重新表述为一个包含常迹性质矩阵(CTP)的半定规划。因此,这种矩松弛可以通过利用CTP的一阶方法有效地求解,例如,基于条件梯度的增广拉格朗日方法。我们还将这种ctp开发框架扩展到具有不同稀疏结构的大规模持久性有机污染物。对各种随机生成的pop的矩松弛问题,特别是二次约束二次规划的二阶矩松弛问题,说明了该框架的有效性和可扩展性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Exploiting Constant Trace Property in Large-scale Polynomial Optimization

We prove that every semidefinite moment relaxation of a polynomial optimization problem (POP) with a ball constraint can be reformulated as a semidefinite program involving a matrix with constant trace property (CTP). As a result, such moment relaxations can be solved efficiently by first-order methods that exploit CTP, e.g., the conditional gradient-based augmented Lagrangian method. We also extend this CTP-exploiting framework to large-scale POPs with different sparsity structures. The efficiency and scalability of our framework are illustrated on some moment relaxations for various randomly generated POPs, especially second-order moment relaxations for quadratically constrained quadratic programs.

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来源期刊
ACM Transactions on Mathematical Software
ACM Transactions on Mathematical Software 工程技术-计算机:软件工程
CiteScore
5.00
自引率
3.70%
发文量
50
审稿时长
>12 weeks
期刊介绍: As a scientific journal, ACM Transactions on Mathematical Software (TOMS) documents the theoretical underpinnings of numeric, symbolic, algebraic, and geometric computing applications. It focuses on analysis and construction of algorithms and programs, and the interaction of programs and architecture. Algorithms documented in TOMS are available as the Collected Algorithms of the ACM at calgo.acm.org.
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