TY - JOUR
T1 - Perturbed sums-of-squares theorem for polynomial optimization and its applications
AU - Muramatsu, Masakazu
AU - Waki, Hayato
AU - Tunçel, Levent
N1 - Funding Information:
We thank two anonymous referees for their valuable comments to improve the paper. The first author was supported in part by JSPS KAKENHI Grant Numbers 19560063 and 26330025. The second author was supported by JSPS KAKENHI Grant Numbers 22740056 and 26400203. The third author was supported in part by a Discovery Grant from NSERC, a research grant from University of Waterloo and by ONR research grant N00014-12-10049.
Publisher Copyright:
© 2015 Taylor & Francis.
PY - 2016/1/2
Y1 - 2016/1/2
N2 - We consider a property of positive polynomials on a compact set with a small perturbation. When applied to a polynomial optimization problem (POP), the property implies that the optimal value of the corresponding SemiDefinite Programming (SDP) relaxation with sufficiently large relaxation order is bounded from below by (f∗-ε) and from above by f∗+ ε(n + 1), where f∗is the optimal value of the POP. We propose new SDP relaxations for POP based on modifications of existing sums-of-squares representation theorems. An advantage of our SDP relaxations is that in many cases they are of considerably smaller dimension than those originally proposed by Lasserre. We present some applications and the results of our computational experiments.
AB - We consider a property of positive polynomials on a compact set with a small perturbation. When applied to a polynomial optimization problem (POP), the property implies that the optimal value of the corresponding SemiDefinite Programming (SDP) relaxation with sufficiently large relaxation order is bounded from below by (f∗-ε) and from above by f∗+ ε(n + 1), where f∗is the optimal value of the POP. We propose new SDP relaxations for POP based on modifications of existing sums-of-squares representation theorems. An advantage of our SDP relaxations is that in many cases they are of considerably smaller dimension than those originally proposed by Lasserre. We present some applications and the results of our computational experiments.
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U2 - 10.1080/10556788.2015.1052969
DO - 10.1080/10556788.2015.1052969
M3 - Article
AN - SCOPUS:84953636058
SN - 1055-6788
VL - 31
SP - 134
EP - 156
JO - Optimization Methods and Software
JF - Optimization Methods and Software
IS - 1
ER -