SONC Optimization and Exact Nonnegativity Certificates via Second-Order Cone Programming
Victor Magron, Jie Wang
备注：
29 pages, 7 tables, 6 figures, extended version of the article published in the proceedings of ISSAC 2020. arXiv admin note: text overlap with arXiv:1906.06179
The second-order cone (SOC) is a class of simple convex cones and optimizing over them can be done more efficiently than with semidefinite programming. It is interesting both in theory and in practice to investigate which convex cones admit a representation using SOCs, given that they have a strong expressive ability. In this paper, we prove constructively that the cone of sums of nonnegative circuits (SONC) admits a SOC representation. Based on this, we give a new algorithm for unconstrained polynomial optimization via SOC programming. We also provide a hybrid numeric-symbolic scheme which combines the numerical procedure with a rounding-projection algorithm to obtain exact nonnegativity certificates. Numerical experiments demonstrate the efficiency of our algorithm for polynomials with fairly large degree and number of variables.
Finding the minimum of a multivariate real polynomial is a well-known hard problem with various applications. We present a polynomial time algorithm to approximate such lower bounds via sums of nonnegative circuit polynomials (SONC). As a main result, we carry out the first large-scale comparison of SONC, using this algorithm and different geometric programming (GP) solvers, with the classical sums of squares (SOS) approach, using several of the most common semidefinite programming (SDP) solvers. SONC yields bounds competitive to SOS in several cases, but using significantly less time and memo…
Certifying the stability of dynamical systems is a central and challenging task in control theory and systems analysis. To tackle these problems we present an algorithmic approach to finding polynomial Lyapunov functions. Our method relies on sums of nonnegative circuit functions (SONC), a certificate of nonnegativity of real polynomials. We show that both the problem of verifying as well as the more difficult task of finding Lyapunov functions can be carried out via relative entropy programming when using SONC certificates. This approach is analogue yet independent to finding Lyapunov functio…
The cone of sums of nonnegative circuits (SONCs) is a subset of the cone of nonnegative polynomials / exponential sums, which has been studied extensively in recent years. In this article, we construct a subset of the SONC cone which we call the DSONC cone. The DSONC cone can be seen as an extension of the dual SONC cone; membership can be tested via linear programming. We show that the DSONC cone is a proper, full-dimensional cone, we provide a description of its extreme rays, and collect several properties that parallel those of the SONC cone. Moreover, we show that functions in the DSONC co…
We provide a complete and explicit characterization of the real zeros of sums of nonnegative circuit (SONC) polynomials, a recent certificate for nonnegative polynomials independent of sums of squares. As a consequence, we derive an exact determination of the number $B''_{n+1,2d}$ for all $n$ and $d$. $B''_{n+1,2d}$ is defined to be the supremum of the number of zeros of all homogeneous $n+1$-variate polynomials of degree $2d$ in the SONC cone. The analogously defined numbers $B_{n+1,2d}$ and $B'_{n+1,2d}$ for the nonnegativity cone and the cone of sums of squares were first introduced and stu…
Using the dual cone of sums of nonnegative circuits (SONC), we provide a relaxation of the global optimization problem to minimize an exponential sum and, as a special case, a multivariate real polynomial. Our approach builds on two key observations. First, that the dual SONC cone is contained in the primal one. Hence, containment in this cone is a certificate of nonnegativity. Second, we show that membership in the dual cone can be verified by a linear program. We implement the algorithm and present initial experimental results comparing our method to existing approaches.
Various key problems from theoretical computer science can be expressed as polynomial optimization problems over the boolean hypercube. One particularly successful way to prove complexity bounds for these types of problems are based on sums of squares (SOS) as nonnegativity certificates. In this article, we initiate the analysis of optimization problems over the boolean hypercube via a recent, alternative certificate called sums of nonnegative circuit polynomials (SONC). We show that key results for SOS based certificates remain valid: First, for polynomials, which are nonnegative over the $n$…
Certificates of polynomial nonnegativity can be used to obtain tight dual bounds for polynomial optimization problems. We consider Sums of Nonnegative Circuit (SONC) polynomials certificates, which are well suited for sparse problems since the computational cost depends only on the number of terms in the polynomials and does not depend on the degrees of the polynomials. This work is a first step to integrating SONC-based relaxations of polynomial problems into a branch-and-bound algorithm. To this end, the SONC relaxation for constrained optimization problems is extended in order to better uti…
Recently, the second and the third author developed sums of nonnegative circuit polynomials (SONC) as a new certificate of nonnegativity for real polynomials, which is independent of sums of squares. In this article we show that the SONC cone is full-dimensional in the cone of nonnegative polynomials. We establish a Positivstellensatz which guarantees that every polynomial which is positive on a given compact, semi-algebraic set can be represented by the constraints of the set and SONC polynomials. Based on this Positivstellensatz we provide a hierarchy of lower bounds converging against the m…
We introduce and study a cone which consists of a class of generalized polynomial functions and which provides a common framework for recent non-negativity certificates of polynomials in sparse settings. Specifically, this $\mathcal{S}$-cone generalizes and unifies sums of arithmetic-geometric mean exponentials (SAGE) and sums of non-negative circuit polynomials (SONC). We provide a comprehensive characterization of the dual cone of the $\mathcal{S}$-cone, which even for its specializations provides novel and projection-free descriptions. As applications of this result, we give an exact charac…
We describe a new approach to certifying the global nonnegativity of multivariate polynomials by solving hyperbolic optimization problems---a class of convex optimization problems that generalize semidefinite programs. We show how to produce families of nonnegative polynomials (which we call hyperbolic certificates of nonnegativity) from any hyperbolic polynomial. We investigate the pairs $(n,d)$ for which there is a hyperbolic polynomial of degree $d$ in $n$ variables such that an associated hyperbolic certificate of nonnegativity is not a sum of squares. If $d\geq 4$ we show that this occurs…
We study the problem of computing weighted sum-of-squares (WSOS) certificates for positive polynomials over a compact semialgebraic set. Building on the theory of interior-point methods for convex optimization, we introduce the concept of dual cone certificates, which allows us to interpret vectors from the dual of the sum-of-squares cone as rigorous nonnegativity certificates of a WSOS polynomial. Whereas conventional WSOS certificates are alternative representations of the polynomials they certify, dual certificates are distinct from the certified polynomials; moreover, each dual certificate…
Certifying function nonnegativity is a ubiquitous problem in computational mathematics, with especially notable applications in optimization. We study the question of certifying nonnegativity of signomials based on the recently proposed approach of Sums-of-AM/GM-Exponentials (SAGE) decomposition due to the second author and Shah. The existence of a SAGE decomposition is a sufficient condition for nonnegativity of a signomial, and it can be verified by solving a tractable convex relative entropy program. We present new structural properties of SAGE certificates such as a characterization of the…
Vizing's conjecture (open since 1968) relates the sizes of dominating sets in two graphs to the size of a dominating set in their Cartesian product graph. In this paper, we formulate Vizing's conjecture itself as a Positivstellensatz existence question. In particular, we encode the conjecture as an ideal/polynomial pair such that the polynomial is nonnegative if and only if the conjecture is true. We demonstrate how to use semidefinite optimization techniques to computationally obtain numeric sum-of-squares certificates, and then show how to transform these numeric certificates into symbolic c…
In this article we combine two developments in polynomial optimization. On the one hand, we consider nonnegativity certificates based on sums of nonnegative circuit polynomials, which were recently introduced by the second and the third author. On the other hand, we investigate geometric programming methods for constrained polynomial optimization problems, which were recently developed by Ghasemi and Marshall. We show that the combination of both results yields a new method to solve certain classes of constrained polynomial optimization problems. We test the new method experimentally and compa…
Signomial programs (SPs) are optimization problems specified in terms of signomials, which are weighted sums of exponentials composed with linear functionals of a decision variable. SPs are non-convex optimization problems in general, and families of NP-hard problems can be reduced to SPs. In this paper we describe a hierarchy of convex relaxations to obtain successively tighter lower bounds of the optimal value of SPs. This sequence of lower bounds is computed by solving increasingly larger-sized relative entropy optimization problems, which are convex programs specified in terms of linear an…
