Pre- and Post-Processing Sum-of-Squares Programs in Practice

Checking non-negativity of polynomials using sum-of-squares has recently been popularized and found many applications in control. Although the method is based on convex programming, the optimization problems rapidly grow and result in huge semidefinite programs. Additionally, they often become increasingly ill-conditioned. To alleviate these problems, it is important to exploit properties of the analyzed polynomial, and post-process the obtained solution. This technical note describes how the sum-of-squares module in the MATLAB toolbox YALMIP handles these issues.

[1]  Masakazu Muramatsu,et al.  SparsePOP: a Sparse Semidefinite Programming Relaxation of Polynomial Optimization Problems , 2005 .

[2]  Johan Sjöberg Computation of Upper Bound on the L2-gain for Polynomial Differential-Algebraic Systems, using Sum of Squares Decomposition , 2007 .

[3]  Didier Henrion,et al.  GloptiPoly: Global optimization over polynomials with Matlab and SeDuMi , 2003, TOMS.

[4]  B. Reznick Sums of Even Powers of Real Linear Forms , 1992 .

[5]  K. Murota,et al.  A numerical algorithm for block-diagonal decomposition of matrix *-algebras with general irreducible components , 2010 .

[6]  Pablo A. Parrilo,et al.  An Inequality for Circle Packings Proved by Semidefinite Programming , 2004, Discret. Comput. Geom..

[7]  Aaas News,et al.  Book Reviews , 1893, Buffalo Medical and Surgical Journal.

[8]  P. Parrilo,et al.  Symmetry groups, semidefinite programs, and sums of squares , 2002, math/0211450.

[9]  D. Kamenetsky Symmetry Groups , 2003 .

[10]  P. Parrilo Structured semidefinite programs and semialgebraic geometry methods in robustness and optimization , 2000 .

[11]  Yoshihiro Kanno,et al.  A numerical algorithm for block-diagonal decomposition of matrix $${*}$$-algebras with application to semidefinite programming , 2010 .

[12]  J. Lofberg,et al.  YALMIP : a toolbox for modeling and optimization in MATLAB , 2004, 2004 IEEE International Conference on Robotics and Automation (IEEE Cat. No.04CH37508).

[13]  Pablo A. Parrilo,et al.  Introducing SOSTOOLS: a general purpose sum of squares programming solver , 2002, Proceedings of the 41st IEEE Conference on Decision and Control, 2002..

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

[15]  B. Reznick,et al.  Sums of squares of real polynomials , 1995 .

[16]  G. Ziegler Lectures on Polytopes , 1994 .

[17]  Johan Löfberg,et al.  Block Diagonalization of Matrix-Valued Sum-of-Squares Programs , 2008 .

[18]  B. Reznick Extremal PSD forms with few terms , 1978 .