Improved Lower Bounds for Global Polynomial Optimisation

We present a branch-and-bound algorithm to improve the lower bounds obtained by SONC/SAGE. The running time is fixed-parameter tractable in the number of variables. Furthermore, we describe a new heuristic to obtain a candidate for the global minimum of a multivariate polynomial, based on its SONC decomposition. Applying this approach to thousands of test cases, we mostly obtain small duality gaps. In particular, we optimally solve the global minimisation problem in about 70% of the investigated cases.

[1]  V. Chandrasekaran,et al.  Newton Polytopes and Relative Entropy Optimization , 2018, Foundations of Computational Mathematics.

[2]  P. Dangerfield Logic , 1996, Aristotle and the Stoics.

[3]  A. Ivic Sums of squares , 2020, An Introduction to 𝑞-analysis.

[4]  Martin Grohe,et al.  Logic, graphs, and algorithms , 2007, Logic and Automata.

[5]  Timo de Wolff,et al.  An Experimental Comparison of SONC and SOS Certificates for Unconstrained Optimization , 2018, ArXiv.

[6]  Timo de Wolff,et al.  A Positivstellensatz for Sums of Nonnegative Circuit Polynomials , 2016, SIAM J. Appl. Algebra Geom..

[7]  Katta G. Murty,et al.  Some NP-complete problems in quadratic and nonlinear programming , 1987, Math. Program..

[8]  Jörg Flum,et al.  Parameterized Complexity Theory , 2006, Texts in Theoretical Computer Science. An EATCS Series.

[9]  Parikshit Shah,et al.  Relative entropy optimization and its applications , 2017, Math. Program..

[10]  Rekha R. Thomas,et al.  Semidefinite Optimization and Convex Algebraic Geometry , 2012 .

[11]  James G. Oxley,et al.  Matroid theory , 1992 .

[12]  James Renegar,et al.  A faster PSPACE algorithm for deciding the existential theory of the reals , 1988, [Proceedings 1988] 29th Annual Symposium on Foundations of Computer Science.

[13]  C. M. Reeves,et al.  Function minimization by conjugate gradients , 1964, Comput. J..

[14]  Stephen P. Boyd,et al.  ECOS: An SOCP solver for embedded systems , 2013, 2013 European Control Conference (ECC).

[15]  Myassar Hazzouri,et al.  Bachelor’s thesis , 2015 .

[16]  Stephen P. Boyd,et al.  CVXPY: A Python-Embedded Modeling Language for Convex Optimization , 2016, J. Mach. Learn. Res..

[17]  J. Lasserre Moments, Positive Polynomials And Their Applications , 2009 .

[18]  J. Lasserre An Introduction to Polynomial and Semi-Algebraic Optimization , 2015 .

[19]  Parikshit Shah,et al.  Relative Entropy Relaxations for Signomial Optimization , 2014, SIAM J. Optim..

[20]  M. Laurent Sums of Squares, Moment Matrices and Optimization Over Polynomials , 2009 .

[21]  Grigoriy Blekherman There are significantly more nonegative polynomials than sums of squares , 2003, math/0309130.

[22]  Timo de Wolff,et al.  Amoebas, nonnegative polynomials and sums of squares supported on circuits , 2014, 1402.0462.

[23]  Eric Jones,et al.  SciPy: Open Source Scientific Tools for Python , 2001 .