A multigrid approach to SDP relaxations of sparse polynomial optimization problems
DOI10.1137/16M1109060zbMATH Open1398.90118OpenAlexW2781517632MaRDI QIDQ4600837FDOQ4600837
Authors: Juan S. Campos, Panos Parpas
Publication date: 17 January 2018
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/16m1109060
Recommendations
- Semidefinite programming relaxation methods for global optimization problems with sparse polynomials and unbounded semialgebraic feasible sets
- Convergent SDP‐Relaxations in Polynomial Optimization with Sparsity
- Decomposition-based method for sparse semidefinite relaxations of polynomial optimization problems
- Convergent SDP-relaxations for polynomial optimization with sparsity
- Regularization methods for SDP relaxations in large-scale polynomial optimization
Approximation methods and heuristics in mathematical programming (90C59) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Nonconvex programming, global optimization (90C26) Interior-point methods (90C51) Semidefinite programming (90C22) Numerical computation of solutions to systems of equations (65H10) Finite difference methods for boundary value problems involving PDEs (65N06) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Boundary value problems for nonlinear higher-order PDEs (35G30)
Cites Work
- Testing Unconstrained Optimization Software
- Detecting Global Optimality and Extracting Solutions in GloptiPoly
- Sparse-BSOS: a bounded degree SOS hierarchy for large scale polynomial optimization with sparsity
- Title not available (Why is that?)
- Global optimization with polynomials and the problem of moments
- Optimization with PDE Constraints
- The Euler approximation in state constrained optimal control
- Semidefinite programming relaxations for semialgebraic problems
- Algorithmic graph theory and perfect graphs
- On the implementation and usage of SDPT3 -- a Matlab software package for semidefinite-quadratic-linear programming, version 4.0
- Computational optimization of systems governed by partial differential equations
- Recursive Trust-Region Methods for Multiscale Nonlinear Optimization
- Multigrid Methods for PDE Optimization
- Sparse SOS Relaxations for Minimizing Functions that are Summations of Small Polynomials
- Title not available (Why is that?)
- Title not available (Why is that?)
- Nonlinear Optimal Control via Occupation Measures and LMI-Relaxations
- Sums of Squares and Semidefinite Program Relaxations for Polynomial Optimization Problems with Structured Sparsity
- Convergent SDP‐Relaxations in Polynomial Optimization with Sparsity
- Newton-Type Minimization via the Lanczos Method
- Accuracy and Convergence Properties of the Finite Difference Multigrid Solution of an Optimal Control Optimality System
- A multigrid approach to discretized optimization problems
- A Multigrid Tutorial, Second Edition
- Title not available (Why is that?)
- A Superlinearly Convergent Primal-Dual Infeasible-Interior-Point Algorithm for Semidefinite Programming
- A Line Search Multigrid Method for Large-Scale Nonlinear Optimization
- An introduction to polynomial and semi-algebraic optimization
- Title not available (Why is that?)
- Singularly perturbed Markov decision processes: a multiresolution algorithm
- A rigorous global optimization algorithm for problems with ordinary differential equations
- Solving partial differential equations via sparse SDP relaxations
- MAGMA: multilevel accelerated gradient mirror descent algorithm for large-scale convex composite minimization
- Solutions of polynomial systems derived from the steady cavity flow problem (extended abstract).
Cited In (7)
- Regularization methods for SDP relaxations in large-scale polynomial optimization
- Convergent SDP‐Relaxations in Polynomial Optimization with Sparsity
- A multilevel analysis of the Lasserre hierarchy
- Solving Large Sparse Nonlinear Programs Using GRG
- Partial Lasserre relaxation for sparse Max-Cut
- Solving partial differential equations via sparse SDP relaxations
- Newton-type multilevel optimization method
Uses Software
This page was built for publication: A multigrid approach to SDP relaxations of sparse polynomial optimization problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4600837)