Abstract
In this paper, we consider the problem of approximately solving standard quartic polynomial optimization (SQPO). Using its reformulation as a copositive tensor programming, we show how to approximate the optimal solution of SQPO by using a series of polyhedral cones to approximate the cone of copositive tensors. The established quality of approximation is sharper than the ones studied in the literature. As an interesting extension, we also propose some approximation bounds on multi-homogenous polynomial optimization problems.
Similar content being viewed by others
References
Bomze, I.M., De Klerk, E.: Solving standard quadratic optimization problems via linear, semidefinite and copositive programming. J. Glob. Optim. 24, 163–185 (2002)
Bomze, I.M., Gollowitzer, S., Yıldırım, E.A.: Rounding on the standard simplex: Regular grids for global optimization. J. Glob. Optim. 59, 243–258 (2014)
Bos, L.P.: Bounding the Lebesgue function for Lagrange interpolation in a simplex. J. Approx. Theory 38, 43–59 (1983)
Burer, S.: Copositive Programming, chap. 8, pp. 201–218. Handbook on Semidefinite, Conic and Polynomial Optimization. Springer, Boston, MA (2012)
De Klerk, E.: The complexity of optimizing over a simplex, hypercube or sphere: A short survey. Cent. Eur. J. Oper. Res. 16 (2008)
De Klerk, E., Laurent, M., Parrilo, P.A.: A PTAS for the minimization of polynomials of fixed degree over the simplex. Theor. Comput. Sci. 361, 210–225 (2006)
De Klerk, E., Laurent, M., Sun, Z.: An alternative proof of a PTAS for fixed-degree polynomial optimization over the simplex. Math. Program. 151, 433–457 (2014)
Hardy, G.H., Littlewood, J.E., Pólya, G.: Inequalities, 2nd edn. Cambridge University Press, Cambridge (1952)
Horst, R., Pardalos, P., Thoai, N.: Introduction to Global Optimization. Kluwer Academic Publishers, London (1995)
Li, Z.: Polynomial optimization problems: Approximation algorithms and applications. Ph.D. thesis, The Chinese University of Hong Kong (2011)
Luo, Z., Zhang, S.: A semidefinite relaxation scheme for multivariate quartic polynomial optimization with wuadratic constraints. SIAM J. Optim. 20, 1716–1736 (2010)
Murty, K.G., Kabadi, S.N.: Some NP-complete problems in quadratic and nonlinear programming. Math. Program. 39, 117–129 (1987)
Pólya, G.: Über positive darstelluny von polynomen vierteljschr. In: Naturforsch. Ges. Zurich, vol. 73, pp. 141–145. MIT Press, Zurich (1974)
Powers, V., Reznick, B.: A new bound for Pólya’s theorem with applications to polynomials positive on polyhedra. J. Pure Appl. Algebra 164, 221–229 (2001)
Qi, L.: Symmetric nonnegative tensors and copositive tensors. Linear Algebra Appl. 439, 228–238 (2013)
Qi, L., Xu, C., Xu, Y.: Nonnegative tensor factorization, completely positive tensors, and a hierarchical elimination algorithm. SIAM J. Matrix Anal. Appl. 35, 1227–1241 (2014)
Renegar, J.: A Mathematical View of Interior-Point Methods in Convex Optimization. MPS/SIAM Series on Optimization. SIAM, Philadelphia, PA (2001)
Sagol, G., Yıldırım, E.A.: Analysis of Copositive Optimization Based Bounds on Standard Quadratic Optimization. Department of Industrial Engineering, Koc University, Sariyer, Istanbul (2013). Tech. rep.
So, A.M.C.: Deterministic approximation algorithms for sphere constrained homogeneous polynomial optimization problems. Math. Progr. 129, 357–382 (2011)
Song, Y., Qi, L.: Necessary and sufficient conditions for copositive tensors. Linear Multilinear A 63, 120–131 (2015)
Yıldırım, E.A.: On the accuracy of uniform polyhedral approximations of the copositive cone. Optim. Method Softw. 27, 155–173 (2012)
Acknowledgements
The authors would like to thank the two anonymous referees for their comments helping us improve the presentation of the paper. The first two authors were supported in part by NSFC at Grant Nos. (11171083, 11301123, 11571087) and Zhejiang Provincial NSF at Grant Nos. (LZ14A01003, LY17A010028). The third author was supported by the Hong Kong Research Grant Council (Grant Nos. PolyU 502510, 502111, 501212 and 501913).
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Ling, C., He, H. & Qi, L. Improved approximation results on standard quartic polynomial optimization. Optim Lett 11, 1767–1782 (2017). https://doi.org/10.1007/s11590-016-1094-5
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11590-016-1094-5