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Completely positive and completely positive semidefinite tensor relaxations for polynomial optimization

Journal of Global Optimization volume 70, pages 551–577 (2018)Cite this article

Abstract

Completely positive (CP) tensors, which correspond to a generalization of CP matrices, allow to reformulate or approximate a general polynomial optimization problem (POP) with a conic optimization problem over the cone of CP tensors. Similarly, completely positive semidefinite (CPSD) tensors, which correspond to a generalization of positive semidefinite (PSD) matrices, can be used to approximate general POPs with a conic optimization problem over the cone of CPSD tensors. In this paper, we study CP and CPSD tensor relaxations for general POPs and compare them with the bounds obtained via a Lagrangian relaxation of the POPs. This shows that existing results in this direction for quadratic POPs extend to general POPs. Also, we provide some tractable approximation strategies for CP and CPSD tensor relaxations. These approximation strategies show that, with a similar computational effort, bounds obtained from them for general POPs can be tighter than bounds for these problems obtained by reformulating the POP as a quadratic POP, which subsequently can be approximated using CP and PSD matrices. To illustrate our results, we numerically compare the bounds obtained from these relaxation approaches on small scale fourth-order degree POPs.

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Acknowledgements

The authors would like to thank Sam Burer for his comments on an earlier version of this manuscript. Also, the authors would like to thank anonymous referees for their thorough and thoughtful comments. The authors of this article were supported by the NSF CMMI Grant 1300193.

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Authors and Affiliations

  1. Industrial and Systems Engineering, Lehigh University, Bethlehem, PA, 18015, USA

    Xiaolong Kuang & Luis F. Zuluaga

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  1. Xiaolong Kuang
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  2. Luis F. Zuluaga
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Correspondence to Xiaolong Kuang.

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Kuang, X., Zuluaga, L.F. Completely positive and completely positive semidefinite tensor relaxations for polynomial optimization. J Glob Optim 70, 551–577 (2018). https://doi.org/10.1007/s10898-017-0558-1

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  • DOI: https://doi.org/10.1007/s10898-017-0558-1

Keywords

  • Copositive programming
  • Convex relaxation
  • Completely positive tensor
  • Completely positive semidefinite tensor