锥集平方和推广

Sum of squares generalizations for conic sets

Mathematical Programming · 2022
被引 3
ABS 4

中文导读

研究了用更专门的锥代替平方和条件来处理多项式约束,可降低问题维度、提高内点法效率或获得更优的自和谐障碍参数。

Abstract

Abstract Polynomial nonnegativity constraints can often be handled using the sum of squares condition. This can be efficiently enforced using semidefinite programming formulations, or as more recently proposed by Papp and Yildiz (Papp D in SIAM J O 29: 822–851, 2019), using the sum of squares cone directly in an interior point algorithm. Beyond nonnegativity, more complicated polynomial constraints (in particular, generalizations of the positive semidefinite, second order and $$\ell _1$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:msub> <mml:mi>ℓ</mml:mi> <mml:mn>1</mml:mn> </mml:msub> </mml:math> -norm cones) can also be modeled through structured sum of squares programs. We take a different approach and propose using more specialized cones instead. This can result in lower dimensional formulations, more efficient oracles for interior point methods, or self-concordant barriers with smaller parameters.

数学优化半定规划多项式约束内点法统计