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arXiv 1607.01151math.OC
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Sparse-BSOS:大规模稀疏多项式optimization的有界度SOS族

Sparse-BSOS: a bounded degree SOS hierarchy for large scale polynomial optimization with sparsity

Tillmann Weisser, Jean-Bernard Lasserre, Kim-Chuan Toh

摘要:

我们为多项式最优化问题提供了有界度SOS层次BSOS [7]的稀疏版本。它允许处理满足结构化稀疏模式的大规模问题。当稀疏模式满足运行交集属性时,半定规划的稀疏BSOS层次(具有固定大小的半定约束)收敛到原问题的全局最优值。此外,对于这类SOS-凸问题,有限收敛发生在第一步的层次,就像在稠密版本。

英文摘要:

We provide a sparse version of the bounded degree SOS hierarchy BSOS [7] for polynomial optimization problems. It permits to treat large scale problems which satisfy a structured sparsity pattern. When the sparsity pattern satisfies the running intersection property this Sparse-BSOS hierarchy of semidefinite programs (with semidefinite constraints of fixed size) converges to the global optimum of the original problem. Moreover, for the class of SOS-convex problems, finite convergence takes place at the first step of the hierarchy, just as in the dense version.

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