IDEAS home Printed from https://ideas.repec.org/a/spr/joptap/v159y2013i1d10.1007_s10957-013-0279-7.html
   My bibliography  Save this article

Moment Approximations for Set-Semidefinite Polynomials

Author

Listed:
  • Peter J. C. Dickinson

    (University of Groningen)

  • Janez Povh

    (Ulica talcev 3)

Abstract

The set of polynomials that are nonnegative over a subset of the nonnegative orthant (we call them set-semidefinite) have many uses in optimization. A common example of this type set is the set of copositive matrices, where we are effectively considering nonnegativity over the entire nonnegative orthant and are restricted to homogeneous polynomials of degree two. Lasserre (SIAM J. Optim., 21(3):864–885, 2011) has previously considered a method using moments in order to provide an outer approximation to this set, for nonnegativity over a general subset of the real space. In this paper, we shall show that, in the special case of considering nonnegativity over a subset of the nonnegative orthant, we can provide a new outer approximation hierarchy. This is based on restricting moment matrices to be completely positive, and it is at least as good as Lasserre’s method. This can then be relaxed to give tractable approximations that are still at least as good as Lasserre’s method. In doing this, we also provide interesting new insights into the use of moments in constructing these approximations.

Suggested Citation

  • Peter J. C. Dickinson & Janez Povh, 2013. "Moment Approximations for Set-Semidefinite Polynomials," Journal of Optimization Theory and Applications, Springer, vol. 159(1), pages 57-68, October.
    • Handle: RePEc:spr:joptap:v:159:y:2013:i:1:d:10.1007_s10957-013-0279-7
    DOI: 10.1007/s10957-013-0279-7
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10957-013-0279-7
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s10957-013-0279-7?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Bomze, Immanuel M., 2012. "Copositive optimization – Recent developments and applications," European Journal of Operational Research, Elsevier, vol. 216(3), pages 509-520.
    2. Gabriele Eichfelder & Johannes Jahn, 2010. "Foundations of Set-Semidefinite Optimization," Springer Optimization and Its Applications, in: Panos M. Pardalos & Themistocles M. Rassias & Akhtar A. Khan (ed.), Nonlinear Analysis and Variational Problems, chapter 0, pages 259-284, Springer.
    3. Laurent, M., 2009. "Sums of squares, moment matrices and optimization over polynomials," Other publications TiSEM 9fef820b-69d2-43f2-a501-e, Tilburg University, School of Economics and Management.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Xiaolong Kuang & Luis F. Zuluaga, 2018. "Completely positive and completely positive semidefinite tensor relaxations for polynomial optimization," Journal of Global Optimization, Springer, vol. 70(3), pages 551-577, March.
    2. Bomze, Immanuel M. & Gabl, Markus, 2023. "Optimization under uncertainty and risk: Quadratic and copositive approaches," European Journal of Operational Research, Elsevier, vol. 310(2), pages 449-476.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Anwa Zhou & Jinyan Fan, 2015. "Interiors of completely positive cones," Journal of Global Optimization, Springer, vol. 63(4), pages 653-675, December.
    2. Peter Dickinson & Janez Povh, 2015. "On an extension of Pólya’s Positivstellensatz," Journal of Global Optimization, Springer, vol. 61(4), pages 615-625, April.
    3. Jinyan Fan & Anwa Zhou, 2016. "Computing the distance between the linear matrix pencil and the completely positive cone," Computational Optimization and Applications, Springer, vol. 64(3), pages 647-670, July.
    4. Xiao Wang & Xinzhen Zhang & Guangming Zhou, 2020. "SDP relaxation algorithms for $$\mathbf {P}(\mathbf {P}_0)$$P(P0)-tensor detection," Computational Optimization and Applications, Springer, vol. 75(3), pages 739-752, April.
    5. Laurent, Monique & Vargas, Luis Felipe, 2022. "Finite convergence of sum-of-squares hierarchies for the stability number of a graph," Other publications TiSEM 3998b864-7504-4cf4-bc1d-f, Tilburg University, School of Economics and Management.
    6. Polyxeni-Margarita Kleniati & Panos Parpas & Berç Rustem, 2010. "Partitioning procedure for polynomial optimization," Journal of Global Optimization, Springer, vol. 48(4), pages 549-567, December.
    7. Laurent, M. & Rostalski, P., 2012. "The approach of moments for polynomial equations," Other publications TiSEM f08f3cd2-b83e-4bf1-9322-a, Tilburg University, School of Economics and Management.
    8. Andrey Afonin & Roland Hildebrand & Peter J. C. Dickinson, 2021. "The extreme rays of the $$6\times 6$$ 6 × 6 copositive cone," Journal of Global Optimization, Springer, vol. 79(1), pages 153-190, January.
    9. Jie Wang & Victor Magron, 2021. "Exploiting term sparsity in noncommutative polynomial optimization," Computational Optimization and Applications, Springer, vol. 80(2), pages 483-521, November.
    10. Tomohiko Mizutani & Makoto Yamashita, 2013. "Correlative sparsity structures and semidefinite relaxations for concave cost transportation problems with change of variables," Journal of Global Optimization, Springer, vol. 56(3), pages 1073-1100, July.
    11. Fook Wai Kong & Polyxeni-Margarita Kleniati & Berç Rustem, 2012. "Computation of Correlated Equilibrium with Global-Optimal Expected Social Welfare," Journal of Optimization Theory and Applications, Springer, vol. 153(1), pages 237-261, April.
    12. de Klerk, E. & Laurent, M., 2010. "Error bounds for some semidefinite programming approaches to polynomial minimization on the hypercube," Other publications TiSEM 619d9658-77df-4b5e-9868-0, Tilburg University, School of Economics and Management.
    13. Sandra S. Y. Tan & Antonios Varvitsiotis & Vincent Y. F. Tan, 2021. "Analysis of Optimization Algorithms via Sum-of-Squares," Journal of Optimization Theory and Applications, Springer, vol. 190(1), pages 56-81, July.
    14. Guanglei Wang & Hassan Hijazi, 2018. "Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches," Computational Optimization and Applications, Springer, vol. 71(2), pages 553-608, November.
    15. Ahmadreza Marandi & Joachim Dahl & Etienne Klerk, 2018. "A numerical evaluation of the bounded degree sum-of-squares hierarchy of Lasserre, Toh, and Yang on the pooling problem," Annals of Operations Research, Springer, vol. 265(1), pages 67-92, June.
    16. V. Jeyakumar & J. B. Lasserre & G. Li, 2014. "On Polynomial Optimization Over Non-compact Semi-algebraic Sets," Journal of Optimization Theory and Applications, Springer, vol. 163(3), pages 707-718, December.
    17. Hao Hu & Renata Sotirov, 2021. "The linearization problem of a binary quadratic problem and its applications," Annals of Operations Research, Springer, vol. 307(1), pages 229-249, December.
    18. Immanuel M. Bomze & Bo Peng, 2023. "Conic formulation of QPCCs applied to truly sparse QPs," Computational Optimization and Applications, Springer, vol. 84(3), pages 703-735, April.
    19. Igor Klep & Markus Schweighofer, 2013. "An Exact Duality Theory for Semidefinite Programming Based on Sums of Squares," Mathematics of Operations Research, INFORMS, vol. 38(3), pages 569-590, August.
    20. Meng-Meng Zheng & Zheng-Hai Huang & Sheng-Long Hu, 2022. "Unconstrained minimization of block-circulant polynomials via semidefinite program in third-order tensor space," Journal of Global Optimization, Springer, vol. 84(2), pages 415-440, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:joptap:v:159:y:2013:i:1:d:10.1007_s10957-013-0279-7. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.