SparsePOP: a Sparse Semidefinite Programming Relaxation of Polynomial Optimization Problems
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چکیده
SparesPOP is a MATLAB implementation of a sparse semidefinite programming (SDP) relaxation method proposed for polynomial optimization problems (POPs) in the recent paper by Waki et al. The sparse SDP relaxation is based on “a hierarchy of LMI relaxations of increasing dimensions” by Lasserre, and exploits a sparsity structure of polynomials in POPs. The efficiency of SparsePOP to compute bounds for optimal values of POPs is increased and larger scale POPs can be handled. The software package SparesPOP and this manual with some numerical examples are available at http://www.is.titech.ac.jp/∼kojima/SparsePOP
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SparesPOP is a MATLAB implementation of a sparse semidefinite programming (SDP) relaxation method for approximating a global optimal solution of a polynomial optimization problem (POP) proposed by Waki et al. The sparse SDP relaxation exploits a sparse structure of polynomials in POPs when applying “a hierarchy of LMI relaxations of increasing dimensions” by Lasserre. The efficiency of SparsePO...
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تاریخ انتشار 2005