Lasserre、Toh和Yang的有界度平方和分层方法在混合问题上的数值评估

A numerical evaluation of the bounded degree sum-of-squares hierarchy of Lasserre, Toh, and Yang on the pooling problem

Annals of Operations Research · 2017
被引 11
ABS 3

中文导读

评估了Lasserre等人提出的有界度平方和分层方法在炼油和化工行业中的混合问题上的数值表现,该方法通过求解一系列半定规划问题为多项式优化提供下界。

Abstract

The bounded degree sum-of-squares (BSOS) hierarchy of Lasserre et al. (EURO J Comput Optim 1–31, 2015) constructs lower bounds for a general polynomial optimization problem with compact feasible set, by solving a sequence of semi-definite programming (SDP) problems. Lasserre, Toh, and Yang prove that these lower bounds converge to the optimal value of the original problem, under some assumptions. In this paper, we analyze the BSOS hierarchy and study its numerical performance on a specific class of bilinear programming problems, called pooling problems, that arise in the refinery and chemical process industries.

数学优化半定规划多项式优化混合问题化工过程