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

Ahmadreza Marandi*, Etienne de Klerk, Joachim Dahl

*Corresponding author for this work

Research output: Contribution to journalArticleScientificpeer-review

3 Citations (Scopus)

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.

Original languageEnglish
Pages (from-to)95-110
Number of pages16
JournalDiscrete Applied Mathematics
Volume275
DOIs
Publication statusPublished - 2020

Keywords

  • Chordal sparsity structure
  • Discrete-time optimal control
  • Polynomial optimization
  • Pooling problem
  • Semi-definite programming
  • Sparse sum-of-squares hierarchy

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