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arxiv: 2012.08873 · v1 · pith:IRBYDNXNnew · submitted 2020-12-16 · 🧮 math.OC

Exploiting constant trace property in large-scale polynomial optimization

classification 🧮 math.OC
keywords momentconstantframeworklarge-scaleoptimizationpolynomialpropertyrelaxations
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We prove that every semidefinite moment relaxation of a polynomial optimization problem (POP) with a ball constraint can be reformulated as a semidefinite program involving a matrix with constant trace property (CTP). As a result such moment relaxations can be solved efficiently by first-order methods that exploit CTP, e.g., the conditional gradient-based augmented Lagrangian method. We also extend this CTP-exploiting framework to large-scale POPs with different sparsity structures. The efficiency and scalability of our framework are illustrated on second-order moment relaxations for various randomly generated quadratically constrained quadratic programs.

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