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Sum of Squares and SemiDefinite Programmming Relaxations of Polynomial Optimization Problems The 2006 IEICE Society Conference Kanazawa, September 21,

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Presentation on theme: "Sum of Squares and SemiDefinite Programmming Relaxations of Polynomial Optimization Problems The 2006 IEICE Society Conference Kanazawa, September 21,"— Presentation transcript:

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2 Sum of Squares and SemiDefinite Programmming Relaxations of Polynomial Optimization Problems The 2006 IEICE Society Conference Kanazawa, September 21, 2006 Masakazu Kojima Tokyo Institute of Technology An introduction to the recent development of SOS and SDP relaxations for computing global optimal solutions of POPs Exploiting sparsity in SOS and SDP relaxations to solve large scale POPs This presentation PowerPoint file is available at http://www.is.titech.ac.jp/~kojima/talk.html

3 Outline 1. POPs (Polynomial Optimization Problems) 2. Nonnegative polynomials and SOS (Sum of Squares) polynomials 3. SOS relaxation of unconstrained POPs 4. Conversion of SOS relaxation into an SDP (Semidefinite Program) 5. Exploiting structured sparsity 6. SOS relaxation of constrained POPs --- very briefly 7. Numerical results 8. Polynomial SDPs 9. Concluding remarks

4 Outline 1. POPs (Polynomial Optimization Problems) 2. Nonnegative polynomials and SOS (Sum of Squares) polynomials 3. SOS relaxation of unconstrained POPs 4. Conversion of SOS relaxation into an SDP (Semidefinite Program) 5. Exploiting structured sparsity 6. SOS relaxation of constrained POPs --- very briefly 7. Numerical results 8. Polynomial SDPs 9. Concluding remarks

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10 Outline 1. POPs (Polynomial Optimization Problems) 2. Nonnegative polynomials and SOS (Sum of Squares) polynomials 3. SOS relaxation of unconstrained POPs 4. Conversion of SOS relaxation into an SDP (Semidefinite Program) 5. Exploiting structured sparsity 6. SOS relaxation of constrained POPs --- very briefly 7. Numerical results 8. Polynomial SDPs 9. Concluding remarks

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12 Outline 1. POPs (Polynomial Optimization Problems) 2. Nonnegative polynomials and SOS (Sum of Squares) polynomials 3. SOS relaxation of unconstrained POPs 4. Conversion of SOS relaxation into an SDP (Semidefinite Program) 5. Exploiting structured sparsity 6. SOS relaxation of constrained POPs --- very briefly 7. Numerical results 8. Polynomial SDPs 9. Concluding remarks

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15 Outline 1. POPs (Polynomial Optimization Problems) 2. Nonnegative polynomials and SOS (Sum of Squares) polynomials 3. SOS relaxation of unconstrained POPs 4. Conversion of SOS relaxation into an SDP (Semidefinite Program) 5. Exploiting structured sparsity 6. SOS relaxation of constrained POPs --- very briefly 7. Numerical results 8. Polynomial SDPs 9. Concluding remarks

16 Conversion of SOS relaxation into an SDP --- 1

17 Conversion of SOS relaxation into an SDP --- 2

18 Conversion of SOS relaxation into an SDP --- 3

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20 Conversion of SOS relaxation into an SDP --- 4

21 Conversion of SOS relaxation into an SDP --- 5

22 Outline 1. POPs (Polynomial Optimization Problems) 2. Nonnegative polynomials and SOS (Sum of Squares) polynomials 3. SOS relaxation of unconstrained POPs 4. Conversion of SOS relaxation into an SDP (Semidefinite Program) 5. Exploiting structured sparsity 6. SOS relaxation of constrained POPs --- very briefly 7. Numerical results 8. Polynomial SDPs 9. Concluding remarks

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25 Outline 1. POPs (Polynomial Optimization Problems) 2. Nonnegative polynomials and SOS (Sum of Squares) polynomials 3. SOS relaxation of unconstrained POPs 4. Conversion of SOS relaxation into an SDP (Semidefinite Program) 5. Exploiting structured sparsity 6. SOS relaxation of constrained POPs --- very briefly 7. Numerical results 8. Polynomial SDPs 9. Concluding remarks

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30 Outline 1. POPs (Polynomial Optimization Problems) 2. Nonnegative polynomials and SOS (Sum of Squares) polynomials 3. SOS relaxation of unconstrained POPs 4. Conversion of SOS relaxation into an SDP (Semidefinite Program) 5. Exploiting structured sparsity 6. SOS relaxation of constrained POPs --- very briefly 7. Numerical results 8. Polynomial SDPs 9. Concluding remarks

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36 Outline 1. POPs (Polynomial Optimization Problems) 2. Nonnegative polynomials and SOS (Sum of Squares) polynomials 3. SOS relaxation of unconstrained POPs 4. Conversion of SOS relaxation into an SDP (Semidefinite Program) 5. Exploiting structured sparsity 6. SOS relaxation of constrained POPs --- very briefly 7. Numerical results 8. Polynomial SDPs 9. Concluding remarks

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41 Outline 1. POPs (Polynomial Optimization Problems) 2. Nonnegative polynomials and SOS (Sum of Squares) polynomials 3. SOS relaxation of unconstrained POPs 4. Conversion of SOS relaxation into an SDP (Semidefinite Program) 5. Exploiting structured sparsity 6. SOS relaxation of constrained POPs --- very briefly 7. Numerical results 8. Polynomial SDPs 9. Concluding remarks

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