A Correlatively Sparse Lagrange Multiplier Expression Relaxation for Polynomial Optimization
针对多项式优化问题，利用相关稀疏性构造拉格朗日乘子表达式，提出新松弛方法，能更快找到全局最优值，适用于大规模优化问题。
.In this paper, we consider polynomial optimization with correlative sparsity. We construct correlatively sparse Lagrange multiplier expressions (CS-LMEs) and propose CS-LME reformulations for polynomial optimization problems using the Karush–Kuhn–Tucker optimality conditions. Correlatively 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.Keywordspolynomial optimizationcorrelative sparsityLagrange multiplier expressionsMoment-SOS relaxationsMSC codes90C2390C0690C22