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arXiv 1906.09586math.OCcs.AI
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Lasserre层次结构的细粒度变体

A Fine-Grained Variant of the Hierarchy of Lasserre

Stylyze LLC(Stylyze有限责任公司);IBM Research – Ireland(IBM爱尔兰研究院)

Wann-Jiun Ma, Jakub Marecek, Martin Mevissen

摘要:

最近有越来越多的兴趣在层次的逐步加强凸多项式优化问题(POP)。这些往往收敛到全局最优值的POP,渐近,但证明具有挑战性的解决超出第一级的层次结构中的适度的情况。我们提出了一个更细粒度的拉塞尔层次结构的变体,连同一阶的方法来解决的凸性,这使得有效的热启动与解决方案,从较低的层次结构。

英文摘要:

There has been much recent interest in hierarchies of progressively stronger convexifications of polynomial optimisation problems (POP). These often converge to the global optimum of the POP, asymptotically, but prove challenging to solve beyond the first level in the hierarchy for modest instances. We present a finer-grained variant of the Lasserre hierarchy, together with first-order methods for solving the convexifications, which allow for efficient warm-starting with solutions from lower levels in the hierarchy.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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