Canonical primal-dual algorithm for solving fourth-order polynomial minimization problems

This paper focuses on implementation of a general canonical primal-dual algorithm for solving a class of fourth-order polynomial minimization problems. A critical issue in the canonical duality theory has been addressed, i.e., in the case that the canonical dual problem has no interior critical point in its feasible space S a + , a quadratic perturbation method is introduced to recover the global solution through a primal-dual iterative approach, and a gradient-based method is further used to refine the solution. A series of test problems, including the benchmark polynomials and several instances of the sensor network localization problems, have been used to testify the effectiveness of the proposed algorithm.

[1]  D. Gao Duality Principles in Nonconvex Systems: Theory, Methods and Applications , 2000 .

[2]  Stefano Pironio,et al.  Convergent Relaxations of Polynomial Optimization Problems with Noncommuting Variables , 2009, SIAM J. Optim..

[3]  Ning Ruan,et al.  Canonical duality approach for non-linear dynamical systems , 2012, 1206.2447.

[4]  Masakazu Kojima,et al.  Generalized Lagrangian Duals and Sums of Squares Relaxations of Sparse Polynomial Optimization Problems , 2005, SIAM J. Optim..

[5]  Panos M. Pardalos,et al.  Canonical Dual Solutions to Sum of Fourth-Order Polynomials Minimization Problems with Applications to Sensor Network Localization , 2012 .

[6]  G. Strang,et al.  Geometric nonlinearity: potential energy, complementary energy, and the gap function , 1989 .

[7]  Masakazu Kojima,et al.  Algorithm 920: SFSDP: A Sparse Version of Full Semidefinite Programming Relaxation for Sensor Network Localization Problems , 2012, TOMS.

[8]  David Yang Gao Duality Principles in Nonconvex Systems: Theory , 2000 .

[9]  David Yang Gao,et al.  Canonical duality theory: Unified understanding and generalized solution for global optimization problems , 2009, Comput. Chem. Eng..

[10]  Jos F. Sturm,et al.  A Matlab toolbox for optimization over symmetric cones , 1999 .

[11]  Monique Laurent,et al.  Semidefinite Approximations for Global Unconstrained Polynomial Optimization , 2005, SIAM J. Optim..

[12]  R. Cottle Manifestations of the Schur complement , 1974 .

[13]  Paul Tseng,et al.  Second-Order Cone Programming Relaxation of Sensor Network Localization , 2007, SIAM J. Optim..

[14]  David Yang Gao Canonical Dual Transformation Method and Generalized Triality Theory in Nonsmooth Global Optimization* , 2000 .

[15]  Jean B. Lasserre,et al.  Convergent SDP-Relaxations in Polynomial Optimization with Sparsity , 2006, SIAM J. Optim..

[16]  Xi Zhang,et al.  On global optimizations with polynomials , 2008, Optim. Lett..

[17]  David Yang Gao,et al.  Canonical dual finite element method for solving post-buckling problems of a large deformation elastic beam , 2012 .

[18]  I. Ekeland,et al.  Convex analysis and variational problems , 1976 .

[19]  D. Gao,et al.  Multi-scale modelling and canonical dual finite element method in phase transitions of solids , 2008 .

[20]  Masakazu Muramatsu,et al.  Sums of Squares and Semidefinite Programming Relaxations for Polynomial Optimization Problems with Structured Sparsity , 2004 .

[21]  John Yearwood,et al.  A novel canonical dual computational approach for prion AGAAAAGA amyloid fibril molecular modeling , 2011, Journal of theoretical biology.

[22]  Kok Lay Teo,et al.  A direct optimization method for low group delay FIR filter design , 2013, Signal Process..