Unconstrained and inequality constrained sparse polynomial optimization problems (POPs) are considered. A correlative sparsity pattern graph is defined to find a certain sparse structure in the objective and constraint polynomials of a POP. Based on this graph, sets of the supports for sums of squares (SOS) polynomials that lead to efficient SOS and semidefinite program (SDP) relaxations are obtained. Numerical results from various test problems are included to show the improved performance of the SOS and SDP relaxations.
To obtain a primal-dual pair of conic programming problems having zero duality gap, two methods have been proposed: the facial reduction algorithm due to Borwein and Wolkowicz [1,2] and the conic expansion method due to Luo, Sturm, and Zhang [5]. We establish a clear relationship between them. Our results show that although the two methods can be regarded as dual to each other, the facial reduction algorithm can produce a finer sequence of faces including the feasible region. We illustrate the facial reduction algorithm in LP, SOCP and an example of SDP. A simple proof of the convergence of the facial reduction algorithm for conic programming is also presented.
In this paper we present new global convergence results on a long-step affine scaling algorithm obtained by means of the local Karmarkar potential functions. This development was triggered by Dikin's interesting result on the convergence of the dual estimates associated with a longstep affine scaling algorithm for homogeneous LP problems with unique optimal solutions. Without requiring any assumption on degeneracy, we show that moving a fixed proportion A up to two-thirds of the way to the boundary at each iteration ensures convergence of the iterates to an interior point of the optimal face as well as the dual estimates to the analytic center of the dual optimal face, where the asymptotic reduction rate of the value of the objective function is 1-A. We also give an example showing that this result is tight to obtain convergence of the dual estimates to the analytic center of the dual optimal face.
In this work we present an extension of Chubanov's algorithm to the case of homogeneous feasibility problems over a symmetric cone K. As in Chubanov's method for linear feasibility problems, the algorithm consists of a basic procedure and a step where the solutions are confined to the intersection of a half-space and K. Following an earlier work by Kitahara and Tsuchiya on second order cone feasibility problems, progress is measured through the volumes of those intersections: when they become sufficiently small, we know it is time to stop. We never have to explicitly compute the volumes, it is only necessary to keep track of the reductions between iterations. We show this is enough to obtain concrete upper bounds to the minimum eigenvalues of a scaled version of the original feasibility problem. Another distinguishing feature of our approach is the usage of a spectral norm that takes into account the way that K is decomposed as simple cones. In several key cases, including semidefinite programming and second order cone programming, these norms make it possible to obtain better complexity bounds for the basic procedure when compared to a recent approach by Peña and Soheili. Finally, in the appendix, we present a translation of the algorithm to the homogeneous feasibility problem in semidefinite programming.
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