球面上多项式优化的特征计算层次结构

A hierarchy of eigencomputations for polynomial optimization on the sphere

Mathematical Programming · 2025
被引 1
ABS 4

中文导读

提出一种新的层次结构,通过最小特征值计算而非半定规划来逼近实多项式在单位球面上的最小值,计算效率更高,适用于更大规模的问题。

Abstract

Abstract We introduce a convergent hierarchy of lower bounds on the minimum value of a real form over the unit sphere. The main practical advantage of our hierarchy over the real sum-of-squares (RSOS) hierarchy is that the lower bound at each level of our hierarchy is obtained by a minimum eigenvalue computation, as opposed to the full semidefinite program (SDP) required at each level of RSOS. In practice, this allows us to compute bounds on much larger forms than are computationally feasible for RSOS. Our hierarchy outperforms previous alternatives to RSOS, both asymptotically and in numerical experiments. We obtain our hierarchy by proving a reduction from real optimization on the sphere to Hermitian optimization on the sphere, and invoking the Hermitian sum-of-squares (HSOS) hierarchy. This opens the door to using other Hermitian optimization techniques for real optimization, and gives a path towards developing spectral hierarchies for more general constrained real optimization problems. To this end, we use our techniques to develop a hierarchy of eigencomputations for computing the real tensor spectral norm.

多项式优化特征值计算球面优化数值分析