TY - GEN
T1 - Semidefinite programming relaxations through quadratic reformulation for box-constrained polynomial optimization problems
AU - Elloumi, Sourour
AU - Lambert, Amelie
AU - Lazare, Arnaud
N1 - Publisher Copyright:
© 2019 IEEE.
PY - 2019/4/1
Y1 - 2019/4/1
N2 - In this paper we introduce new semidefinite programming relaxations to box-constrained polynomial optimization programs (P). For this, we first reformulate (P) into a quadratic program. More precisely, we recursively reduce the degree of (P) to two by substituting the product of two variables by a new one. We obtain a quadratically constrained quadratic program. We build a first immediate SDP relaxation in the dimension of the total number of variables. We then strengthen the SDP relaxation by use of valid constraints that follow from the quadratization. We finally show the tightness of our relaxations through several experiments on box polynomial instances.
AB - In this paper we introduce new semidefinite programming relaxations to box-constrained polynomial optimization programs (P). For this, we first reformulate (P) into a quadratic program. More precisely, we recursively reduce the degree of (P) to two by substituting the product of two variables by a new one. We obtain a quadratically constrained quadratic program. We build a first immediate SDP relaxation in the dimension of the total number of variables. We then strengthen the SDP relaxation by use of valid constraints that follow from the quadratization. We finally show the tightness of our relaxations through several experiments on box polynomial instances.
U2 - 10.1109/CoDIT.2019.8820690
DO - 10.1109/CoDIT.2019.8820690
M3 - Conference contribution
AN - SCOPUS:85072843280
T3 - 2019 6th International Conference on Control, Decision and Information Technologies, CoDIT 2019
SP - 1498
EP - 1503
BT - 2019 6th International Conference on Control, Decision and Information Technologies, CoDIT 2019
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 6th International Conference on Control, Decision and Information Technologies, CoDIT 2019
Y2 - 23 April 2019 through 26 April 2019
ER -