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比利时vs摩洛哥足彩 ,
university of california san diego

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math 278c: optimization and data science

prof. xindong tang

the hong kong polytechnic university

a correlative sparse lagrange multiplier expression relaxation for polynomial optimization

abstract:

 in this paper, we consider polynomial optimization with correlative sparsity. we construct correlative sparse lagrange multiplier expressions (cs-lmes) and propose cs-lme reformulations for polynomial optimization problems using the karush-kuhn-tucker optimality conditions. correlative sparse sum-of-squares (cs-sos) relaxations are applied to solve the cs-lme reformulation. we show that the cs-lme reformulation inherits the original correlative sparsity pattern, and the cs-sos relaxation provides sharper lower bounds when applied to the cs-lme reformulation, compared with when it is applied to  the original problem. moreover, the convergence of our approach is guaranteed under mild conditions. in numerical experiments, our new approach usually finds the global optimal value (up to a negligible error) with a low relaxation order, for cases where directly solving the problem fails to get an accurate approximation. also, by properly exploiting the correlative sparsity, our cs-lme approach requires less computational time than the original lme approach to reach the same accuracy level.

host: jiawang nie

june 5, 2023

3:00 pm

apm 5218

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