Optimization Problems.pdfVIP

Research Reports on Mathematical and Computing Sciences Department of Mathematical and Computing Sciences Tokyo Institute of Technology SERIES B: Operations Research SparsePOP: a Sparse Semidefinite Programming Relaxation of Polynomial Optimization Problems Hayato Waki, Sunyoung Kim, Masakazu Kojima and Masakazu Muramatsu March 2005, B–414 B-414 SparsePOP : a Sparse Semidefinite Programming Relaxation of Polynomial Optimization Problems Hayato Waki?, Sunyoung Kim?, Masakazu Kojima?, Masakazu Muramatsu? March 2005 Abstract. SparesPOP is a MATLAB implementation of a sparse semidefinite programming (SDP) relaxation method proposed for polynomial optimization problems (POPs) in the recent paper by Waki et al. The sparse SDP relaxation is based on “a hierarchy of LMI relaxations of increasing dimensions” by Lasserre, and exploits a sparsity structure of polynomials in POPs. The efficiency of SparsePOP to compute bounds for optimal values of POPs is increased and larger scale POPs can be handled. The software package SparesPOP and this manual with some numerical examples are available at http://www.is.titech.ac.jp/～kojima/SparsePOP Key words. Polynomial optimization problem, sparsity, global optimization, sums of squares optimiza- tion, semidefinite programming relaxation, MATLAB software package ? Department of Mathematical and Computing Sciences, Tokyo Institute of Technology, 2-12-1 Oh-Okayama, Meguro-ku, Tokyo 152-8552 Japan. Hay- ato.Waki@is.titech.ac.jp ? Department of Mathematics, Ewha Women’s University, 11-1 Dahyun-dong, Sudaemoon-gu, Seoul 120-750 Korea. A considerable part of this work was con- ducted while this author was visiting Tokyo Institute of Technology. Research was supported by KRF 2004-042-C00014. skim@ewha.ac.kr ? Department of Mathematical and Computing Sciences, Tokyo Institute of Tech- nology, 2-12-1 Oh-Okayama, Meguro-ku, Tokyo 152-8552 Japan. Research sup- ported by Grant-in-Aid for Scientific Research on Priority Areas ko- jima@is.ti