信号优化的代数观点

IF 1.6 2区 数学 Q2 MATHEMATICS, APPLIED
Mareike Dressler, Riley Murray
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引用次数: 6

摘要

通过对多项式的推广,可以得到任意实指数的信号。这种泛化提供了强大的表达能力,但在历史上牺牲了“度”的组织原则,这是多项式优化理论的核心。我们在这里通过符号环的概念来重申这一原则,我们使用它来通过算术几何指数和(SAGE)非负性证明推导出符号优化的上界和下界的完全凸松弛层次。基于下界的Positivstellensatz依赖于条件SAGE的概念,并消除了早期工作所需的规则条件,例如可行集的凸性和阿基米德性。通过工作实例,我们说明了这种层次结构在化学反应网络理论和化学工程等领域的实用性。这些例子包括与直接全局求解器(例如,BARON和ANTIGONE)和Lasserre层次结构(适当时)的比较。我们的上界层次的完备性来自于一个一般构造,即紧集上的符号非负的Positivstellensatz提供了相应的非负符号锥的任意强外逼近。在得到这个结果的同时,我们证明了符号矩问题解的存在唯一性的基本事实。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Algebraic Perspectives on Signomial Optimization
Signomials are obtained by generalizing polynomials to allow for arbitrary real exponents. This generalization offers great expressive power, but has historically sacrificed the organizing principle of ``degree'' that is central to polynomial optimization theory. We reclaim that principle here through the concept of signomial rings, which we use to derive complete convex relaxation hierarchies of upper and lower bounds for signomial optimization via sums of arithmetic-geometric exponentials (SAGE) nonnegativity certificates. The Positivstellensatz underlying the lower bounds relies on the concept of conditional SAGE and removes regularity conditions required by earlier works, such as convexity and Archimedeanity of the feasible set. Through worked examples we illustrate the practicality of this hierarchy in areas such as chemical reaction network theory and chemical engineering. These examples include comparisons to direct global solvers (e.g., BARON and ANTIGONE) and the Lasserre hierarchy (where appropriate). The completeness of our hierarchy of upper bounds follows from a generic construction whereby a Positivstellensatz for signomial nonnegativity over a compact set provides for arbitrarily strong outer approximations of the corresponding cone of nonnegative signomials. While working toward that result, we prove basic facts on the existence and uniqueness of solutions to signomial moment problems.
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来源期刊
CiteScore
2.20
自引率
0.00%
发文量
19
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