Generalized Lagrangian Duals and Sums of Squares Relaxations of Sparse Polynomial Optimization Problems
From MaRDI portal
Publication:5317519
DOI10.1137/030601260zbMath1114.90085OpenAlexW2066736759MaRDI QIDQ5317519
Sunyoung Kim, Hayato Waki, Kojima, Masakazu
Publication date: 16 September 2005
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/030601260
global optimizationLagrangian relaxationsparsitypolynomial optimization problemLagrangian dualsemidefinite programsemidefinite program relaxationsums of squares optimization
Related Items (18)
On linear programming relaxations for solving polynomial programming problems ⋮ Canonical primal-dual algorithm for solving fourth-order polynomial minimization problems ⋮ Solving polynomial least squares problems via semidefinite programming relaxations ⋮ Global optimality conditions and optimization methods for constrained polynomial programming problems ⋮ Welfare-maximizing correlated equilibria using Kantorovich polynomials with sparsity ⋮ An extension of sums of squares relaxations to polynomial optimization problems over symmetric cones ⋮ A polynomial optimization approach to constant rebalanced portfolio selection ⋮ A new algorithm for concave quadratic programming ⋮ Positive polynomials on projective limits of real algebraic varieties ⋮ A note on sparse SOS and SDP relaxations for polynomial optimization problems over symmetric cones ⋮ Exploiting Sparsity in SDP Relaxation of Polynomial Optimization Problems ⋮ Solving sparse polynomial optimization problems with chordal structure using the sparse bounded-degree sum-of-squares hierarchy ⋮ Perturbed sums-of-squares theorem for polynomial optimization and its applications ⋮ Recognizing underlying sparsity in optimization ⋮ Smaller SDP for SOS decomposition ⋮ Correlative sparsity in primal-dual interior-point methods for LP, SDP, and SOCP ⋮ An algorithm for the global optimization of a class of continuous minimax problems ⋮ Unconstrained minimization of block-circulant polynomials via semidefinite program in third-order tensor space
Uses Software
This page was built for publication: Generalized Lagrangian Duals and Sums of Squares Relaxations of Sparse Polynomial Optimization Problems