Globally optimizing owing to tensor decomposition

Arthur Marmin, Marc Castella, Jean Christophe Pesquet

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

While global optimization is a challenging topic in the nonconvex setting, a recent approach for optimizing polynomials reformulates the problem as an equivalent problem on measures, which is called a moment problem. It is then relaxed into a convex semidefinite programming problem whose solution gives the first moments of a measure supporting the optimal points. However, extracting the global solutions to the polynomial problem from those moments is still difficult, especially if the latter are poorly estimated. In this paper, we address the issue of extracting optimal points and interpret it as a tensor decomposition problem. By leveraging tools developed for noisy tensor decomposition, we propose a method to find the global solutions to a polynomial optimization problem from a noisy estimation of the solution of its corresponding moment problem. Finally, the interest of tensor decomposition methods for global polynomial optimization is shown through a detailed case study.

Original languageEnglish
Title of host publication28th European Signal Processing Conference, EUSIPCO 2020 - Proceedings
PublisherEuropean Signal Processing Conference, EUSIPCO
Pages990-994
Number of pages5
ISBN (Electronic)9789082797053
DOIs
Publication statusPublished - 24 Jan 2021
Event28th European Signal Processing Conference, EUSIPCO 2020 - Amsterdam, Netherlands
Duration: 24 Aug 202028 Aug 2020

Publication series

NameEuropean Signal Processing Conference
Volume2021-January
ISSN (Print)2219-5491

Conference

Conference28th European Signal Processing Conference, EUSIPCO 2020
Country/TerritoryNetherlands
CityAmsterdam
Period24/08/2028/08/20

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