Sum of squares generalizations for conic sets

被引:2
|
作者
Kapelevich, Lea [1 ]
Coey, Chris [1 ]
Vielma, Juan Pablo [2 ,3 ]
机构
[1] MIT, Operat Res Ctr, Cambridge, MA 02139 USA
[2] MIT, Google Res, Cambridge, MA 02139 USA
[3] MIT, Sloan Sch Management, Cambridge, MA 02139 USA
基金
美国国家科学基金会;
关键词
Polynomial optimization; Sum of squares; Interior point; Non-symmetric conic optimization; OPTIMIZATION PROBLEMS; RELAXATIONS; CONES;
D O I
10.1007/s10107-022-01831-6
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
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 l(1)-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.
引用
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页码:1417 / 1429
页数:13
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