TY - GEN
T1 - Globally optimizing owing to tensor decomposition
AU - Marmin, Arthur
AU - Castella, Marc
AU - Pesquet, Jean Christophe
N1 - Publisher Copyright:
© 2021 European Signal Processing Conference, EUSIPCO. All rights reserved.
PY - 2021/1/24
Y1 - 2021/1/24
N2 - 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.
AB - 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.
U2 - 10.23919/Eusipco47968.2020.9287511
DO - 10.23919/Eusipco47968.2020.9287511
M3 - Conference contribution
AN - SCOPUS:85099314956
T3 - European Signal Processing Conference
SP - 990
EP - 994
BT - 28th European Signal Processing Conference, EUSIPCO 2020 - Proceedings
PB - European Signal Processing Conference, EUSIPCO
T2 - 28th European Signal Processing Conference, EUSIPCO 2020
Y2 - 24 August 2020 through 28 August 2020
ER -