Minimizing the sum of many rational functions
From MaRDI portal
Abstract: We consider the problem of globally minimizing the sum of many rational functions over a given compact semialgebraic set. The number of terms can be large (10 to 100), the degree of each term should be small (up to 10), and the number of variables can be large (10 to 100) provided some kind of sparsity is present. We describe a formulation of the rational optimization problem as a generalized moment problem and its hierarchy of convex semidefinite relaxations. Under some conditions we prove that the sequence of optimal values converges to the globally optimal value. We show how public-domain software can be used to model and solve such problems.
Recommendations
- Minimization of the ratio of functions defined as sums of the absolute values
- Publication:2751321
- Integer minimization of fractional-separable functions
- Publication:3351142
- Indefinite summation of rational functions with additional minimization of the summable part
- Minimizing rational functions: a hierarchy of approximations via pushforward measures
- Publication:3715734
- Publication:3675932
- Minimization of Rational Word Functions
- Global minimization of rational functions and the nearest GCDs
Cites work
- scientific article; zbMATH DE number 40939 (Why is no real title available?)
- scientific article; zbMATH DE number 527343 (Why is no real title available?)
- A branch-and-bound algorithm for maximizing the sum of several linear ratios
- A numerical evaluation of several stochastic algorithms on selected continuous global optimization test problems
- A polyhedral branch-and-cut approach to global optimization
- A semidefinite programming approach to the generalized problem of moments
- CSDP, A C library for semidefinite programming
- Convergent SDP‐Relaxations in Polynomial Optimization with Sparsity
- Fractional programming: The sum-of-ratios case
- Global optimization algorithm for the nonlinear sum of ratios problem
- Global optimization for sum of geometric fractional functions
- Global optimization of rational functions: a semidefinite programming approach
- GloptiPoly
- GloptiPoly 3: moments, optimization and semidefinite programming
- Moments, positive polynomials and their applications
- Optimization of Polynomials on Compact Semialgebraic Sets
- Practical global optimization for multiview geometry
- Solving semidefinite-quadratic-linear programs using SDPT3
- Solving the sum-of-ratios problem by a stochastic search algorithm
- Solving the sum-of-ratios problem by an interior-point method
- Sums of Squares and Semidefinite Program Relaxations for Polynomial Optimization Problems with Structured Sparsity
- Sums of squares, moment matrices and optimization over polynomials
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
- Using concave envelopes to globally solve the nonlinear sum of ratios problem
- Verifying global minima for \(L_2\) minimization problems in multiple view geometry
Cited in
(16)- scientific article; zbMATH DE number 1342815 (Why is no real title available?)
- Minimizing rational functions by exact Jacobian SDP relaxation applicable to finite singularities
- Peak estimation of rational systems using convex optimization
- Exploiting term sparsity in noncommutative polynomial optimization
- Minimizing sums of addition chains
- Minimizing rational functions: a hierarchy of approximations via pushforward measures
- Fractional programming approach to a cost minimization problem in electricity market
- On solving the sum-of-ratios problem
- Exploiting sparsity in complex polynomial optimization
- Global minimization of rational functions and the nearest GCDs
- Supporting global numerical optimization of rational functions by generic symbolic convexity tests
- Tight relaxations for polynomial optimization and Lagrange multiplier expressions
- Optimization of summable functions
- Rational functions with prescribed global and local minimizers
- Quadratic tensor eigenvalue complementarity problems
- An algorithm of global optimization for rational functions with rational constraints
Describes a project that uses
Uses Software
This page was built for publication: Minimizing the sum of many rational functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q266410)
