Chordal-TSSOS：一种利用项稀疏性与弦扩展的矩-SOS层级方法

TSSOS: A Moment-SOS hierarchy that exploits term sparsity

This paper is concerned with polynomial optimization problems. We show how to exploit term (or monomial) sparsity of the input polynomials to obtain a new converging hierarchy of semidefinite programming relaxations. The novelty (and distinguishing feature) of such relaxations is to involve block-diagonal matrices obtained in an iterative procedure performing completion of the connected components of certain adjacency graphs. The graphs are related to the terms arising in the original data and not to the links between variables. Our theoretical framework is then applied to compute lower bounds…

TSSOS: a Julia library to exploit sparsity for large-scale polynomial optimization

The Julia library TSSOS aims at helping polynomial optimizers to solve large-scale problems with sparse input data. The underlying algorithmic framework is based on exploiting correlative and term sparsity to obtain a new moment-SOS hierarchy involving potentially much smaller positive semidefinite matrices. TSSOS can be applied to numerous problems ranging from power networks to eigenvalue and trace optimization of noncommutative polynomials, involving up to tens of thousands of variables and constraints.

精细化TSSOS

Refined TSSOS

针对TSSOS层级中块对角矩阵最大块过大的问题，提出利用组合优化精细化TSSOS迭代以减小最大块大小，在保持几乎相同界的同时显著加速无约束和受约束多项式优化问题的求解。

CS-TSSOS: Correlative and term sparsity for large-scale polynomial optimization

This work proposes a new moment-SOS hierarchy, called CS-TSSOS, for solving large-scale sparse polynomial optimization problems. Its novelty is to exploit simultaneously correlative sparsity and term sparsity by combining advantages of two existing frameworks for sparse polynomial optimization. The former is due to Waki et al. while the latter was initially proposed by Wang et al. and later exploited in the TSSOS hierarchy. In doing so we obtain CS-TSSOS -- a two-level hierarchy of semidefinite programming relaxations with (i), the crucial property to involve blocks of SDP matrices and (ii), t…

Certifying Global Optimality of AC-OPF Solutions via sparse polynomial optimization

We report the experimental results on certifying 1% global optimality of solutions of AC-OPF instances from PGLiB via the CS-TSSOS hierarchy -- a moment-SOS based hierarchy that exploits both correlative and term sparsity, which can provide tighter SDP relaxations than Shor's relaxation. Our numerical experiments demonstrate that the CS-TSSOS hierarchy scales well with the problem size and is indeed useful in certifying global optimality of solutions for large-scale real world problems, e.g., the AC-OPF problem. In particular, we are able to certify 1% global optimality for a challenging AC-OP…

A New Sparse SOS Decomposition Algorithm Based on Term Sparsity

A new sparse SOS decomposition algorithm is proposed based on a new sparsity pattern, called cross sparsity patterns. The new sparsity pattern focuses on the sparsity of terms and thus is different from the well-known correlative sparsity pattern which focuses on the sparsity of variables though the sparse SOS decomposition algorithms based on these two sparsity patterns both take use of chordal extensions/chordal decompositions. Moreover, it is proved that the SOS decomposition obtained by the new sparsity pattern is always a refinement of the block-diagonalization obtained by the sign-symmet…