open access publication

Article, 2020

Solving sparse polynomial optimization problems with chordal structure using the sparse bounded-degree sum-of-squares hierarchy

Discrete Applied Mathematics, ISSN 0166-218X, 1872-6771, Volume 275, Pages 95-110, 10.1016/j.dam.2017.12.015

Contributors

Marandi, Ahmadreza 0000-0003-4205-1167 (Corresponding author) [1] De Klerk, Etienne 0000-0003-3377-0063 [2] [3] Dahl, Joachim 0000-0002-5656-7909 [4]

Affiliations

  1. [1] Eindhoven University of Technology
  2. [NORA names: Netherlands; Europe, EU; OECD];
  3. [2] Delft University of Technology
  4. [NORA names: Netherlands; Europe, EU; OECD];
  5. [3] Tilburg University
  6. [NORA names: Netherlands; Europe, EU; OECD];
  7. [4] MOSEK ApS, Copenhagen O, Denmark
  8. [NORA names: Other Companies; Private Research; Denmark; Europe, EU; Nordic; OECD]

Abstract

The sparse bounded degree sum-of-squares (sparse-BSOS) hierarchy of Weisser et al. (2017) constructs a sequence of lower bounds for a sparse polynomial optimization problem. Under some assumptions, it is proved by the authors that the sequence converges to the optimal value. In this paper, we modify the hierarchy to deal with problems containing equality constraints directly, without eliminating or replacing them by two inequalities. We also evaluate the sparse-BSOS hierarchy on a well-known bilinear programming problem, called the pooling problem, as well as a discrete-time optimal control problem.

Keywords

Weisser, assumptions, authors, bilinear programming problem, bounds, chordal structure, constraints, construction, control problem, discrete-time optimal control problem, equality, equality constraints, hierarchy, inequality, lower bounds, optimal control problem, optimal value, pool, pooling problem, problem, programming problem, sequence, sequence of lower bounds, structure, values

Data Provider: Digital Science