ICCOPT 2013 Talk, Room 1.1, Wednesday, July 31, 11:30-13:00

 Speaker: Masakazu Muramatsu, The University of Electro-Communications, Japan
 Title: Adaptive SDP relaxation for polynomial optimization
 Co-authors: Hayato Waki, Levent Tuncel

 Abstract:
Scientific Program

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 $f^\ast - \epsilon$ and from above by $f^\ast + \epsilon(n + 1)$, where $f^\ast$ is the optimal value of the POP. We propose a new SDP relaxation, adaptive SDP relaxation, 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.


 Talk in: Organized Session Wed.A.11 Conic programming and related problems II
 Cluster: Conic and polynomial optimization


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 Go to: unframed Scientific Program

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