Semidefinite programming relaxations through quadratic reformulation for box-constrained polynomial optimization problems

Sourour Elloumi, Amelie Lambert, Arnaud Lazare

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

Abstract

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.

Original languageEnglish
Title of host publication2019 6th International Conference on Control, Decision and Information Technologies, CoDIT 2019
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages1498-1503
Number of pages6
ISBN (Electronic)9781728105215
DOIs
Publication statusPublished - 1 Apr 2019
Event6th International Conference on Control, Decision and Information Technologies, CoDIT 2019 - Paris, France
Duration: 23 Apr 201926 Apr 2019

Publication series

Name2019 6th International Conference on Control, Decision and Information Technologies, CoDIT 2019

Conference

Conference6th International Conference on Control, Decision and Information Technologies, CoDIT 2019
Country/TerritoryFrance
CityParis
Period23/04/1926/04/19

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