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Sums of squares and semidefinite program relaxations for polynomial optimization problems with structured sparsity. (English) Zbl 1109.65058

Summary: Unconstrained and inequality constrained sparse polynomial optimization problems (POPs) are considered. A correlative sparsity pattern graph is defined to find a certain sparse structure in the objective and constraint polynomials of a POP. Based on this graph, sets of the supports for sums of squares (SOS) polynomials that lead to efficient SOS and semidefinite program (SDP) relaxations are obtained. Numerical results from various test problems are included to show the improved performance of the SOS and SDP relaxations.

MSC:

65K05 Numerical mathematical programming methods
90C22 Semidefinite programming