TSSOS: A Moment-SOS Hierarchy That Exploits Term Sparsity

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Publication:5148403

DOI10.1137/19M1307871zbMATH Open1506.90202arXiv1912.08899OpenAlexW3119965387MaRDI QIDQ5148403FDOQ5148403


Authors: Jie Wang, Victor Magron, Jean B. Lasserre Edit this on Wikidata


Publication date: 4 February 2021

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Abstract: This paper is concerned with polynomial optimization problems. We show how to exploit term (or monomial) sparsity of the input polynomials to obtain a new converging hierarchy of semidefinite programming relaxations. The novelty (and distinguishing feature) of such relaxations is to involve block-diagonal matrices obtained in an iterative procedure performing completion of the connected components of certain adjacency graphs. The graphs are related to the terms arising in the original data and not to the links between variables. Our theoretical framework is then applied to compute lower bounds for polynomial optimization problems either randomly generated or coming from the networked systems literature.


Full work available at URL: https://arxiv.org/abs/1912.08899




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