Sum of Squares Basis Pursuit with Linear and Second Order Cone Programming
نویسندگان
چکیده
We devise a scheme for solving an iterative sequence of linear programs (LPs) or second order cone programs (SOCPs) to approximate the optimal value of semidefinite and sum of squares (SOS) programs. The first LP and SOCP-based bounds in the sequence come from the recent work of Ahmadi and Majumdar on diagonally dominant sum of squares (DSOS) and scaled diagonally dominant sum of squares (SDSOS) polynomials. We then iteratively improve on these bounds by pursuing better bases in which more relevant SOS polynomials admit a DSOS or SDSOS representation. Different interpretations of the procedure from primal and dual perspectives are given. While the approach is applicable to semidefinite relaxations of general polynomial programs, we apply it to two problems of discrete optimization: the maximum independent set problem and the partition problem. We further show that some completely trivial instances of the partition problem lead to strictly positive polynomials on the boundary of the sum of squares cone and hence make the SOS relaxation fail.
منابع مشابه
Optimization over Structured Subsets of Positive Semidefinite Matrices via Column Generation
We develop algorithms to construct inner approximations of the cone of positive semidefinite matrices via linear programming and second order cone programming. Starting with an initial linear algebraic approximation suggested recently by Ahmadi and Majumdar, we describe an iterative process through which our approximation is improved at every step. This is done using ideas from column generatio...
متن کاملSolving A Fractional Program with Second Order Cone Constraint
We consider a fractional program with both linear and quadratic equation in numerator and denominator having second order cone (SOC) constraints. With a suitable change of variable, we transform the problem into a second order cone programming (SOCP) problem. For the quadratic fractional case, using a relaxation, the problem is reduced to a semi-definite optimization (SDO) program. The p...
متن کاملExact Conic Programming Relaxations for a Class of Convex Polynomial Cone Programs
In this paper, under a suitable regularity condition, we establish that a broad class of conic convex polynomial optimization problems, called conic sum-of-squares convex polynomial programs, exhibits exact conic programming relaxation, which can be solved by various numerical methods such as interior point methods. By considering a general convex cone-program, we give unified results that appl...
متن کاملSemi-smooth Second-order Type Methods for Composite Convex Programs
The goal of this paper is to study approaches to bridge the gap between first-order and second-order type methods for composite convex programs. Our key observations are: i) Many well-known operator splitting methods, such as forward-backward splitting (FBS) and Douglas-Rachford splitting (DRS), actually define a possibly semi-smooth and monotone fixed-point mapping; ii) The optimal solutions o...
متن کاملWaveform Design using Second Order Cone Programming in Radar Systems
Transmit waveform design is one of the most important problems in active sensing and communication systems. This problem, due to the complexity and non-convexity, has been always the main topic of many papers for the decades. However, still an optimal solution which guarantees a global minimum for this multi-variable optimization problem is not found. In this paper, we propose an attracting met...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- CoRR
دوره abs/1510.01597 شماره
صفحات -
تاریخ انتشار 2015