Semidefinite programming relaxations through quadratic reformulation for box-constrained polynomial optimization problems

被引:0
|
作者
Elloumi, Sourour [1 ]
Lambert, Amelie [2 ]
Lazare, Arnaud [1 ]
机构
[1] ENSTA, UMA, 828 Blvd Marechaux, F-91120 Palaiseau, France
[2] Cnam, CEDRIC, 292 Rue St Martin, F-75141 Paris 03, France
来源
2019 6TH INTERNATIONAL CONFERENCE ON CONTROL, DECISION AND INFORMATION TECHNOLOGIES (CODIT 2019) | 2019年
关键词
GLOBAL OPTIMIZATION;
D O I
10.1109/codit.2019.8820690
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
In this paper we introduce new semidefinite programming relaxations to box-constrained polynomial optimization programs (P). For this, we first reformulate (P) into a quadratic program. More precisely, we recursively reduce the degree of (P) to two by substituting the product of two variables by a new one. We obtain a quadratically constrained quadratic program. We build a first immediate SDP relaxation in the dimension of the total number of variables. We then strengthen the SDP relaxation by use of valid constraints that follow from the quadratization. We finally show the tightness of our relaxations through several experiments on box polynomial instances.
引用
收藏
页码:1498 / 1503
页数:6
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