Sparse sum-of-squares (SOS) optimization: A bridge between DSOS/SDSOS and SOS optimization for sparse polynomials
File(s)1807.05463v1.pdf (215.25 KB)
Working paper
Author(s)
Zheng, Yang
Fantuzzi, Giovanni
Papachristodoulou, Antonis
Type
Working Paper
Abstract
Optimization over non-negative polynomials is fundamental for nonlinear
systems analysis and control. We investigate the relation between three
tractable relaxations for optimizing over sparse non-negative polynomials:
sparse sum-of-squares (SSOS) optimization, diagonally dominant sum-of-squares
(DSOS) optimization, and scaled diagonally dominant sum-of-squares (SDSOS)
optimization. We prove that the set of SSOS polynomials, an inner approximation
of the cone of SOS polynomials, strictly contains the spaces of sparse
DSOS/SDSOS polynomials. When applicable, therefore, SSOS optimization is less
conservative than its DSOS/SDSOS counterparts. Numerical results for
large-scale sparse polynomial optimization problems demonstrate this fact, and
also that SSOS optimization can be faster than DSOS/SDSOS methods despite
requiring the solution of semidefinite programs instead of less expensive
linear/second-order cone programs.
systems analysis and control. We investigate the relation between three
tractable relaxations for optimizing over sparse non-negative polynomials:
sparse sum-of-squares (SSOS) optimization, diagonally dominant sum-of-squares
(DSOS) optimization, and scaled diagonally dominant sum-of-squares (SDSOS)
optimization. We prove that the set of SSOS polynomials, an inner approximation
of the cone of SOS polynomials, strictly contains the spaces of sparse
DSOS/SDSOS polynomials. When applicable, therefore, SSOS optimization is less
conservative than its DSOS/SDSOS counterparts. Numerical results for
large-scale sparse polynomial optimization problems demonstrate this fact, and
also that SSOS optimization can be faster than DSOS/SDSOS methods despite
requiring the solution of semidefinite programs instead of less expensive
linear/second-order cone programs.
Date Issued
2019-08-29
Date Acceptance
2019-01-27
Citation
Proceedings of the American Control Conference, 2019, pp.5513-5518
ISSN
0743-1619
Publisher
IEEE
Start Page
5513
End Page
5518
Journal / Book Title
Proceedings of the American Control Conference
Copyright Statement
© 2019 The Authors.
Identifier
http://1807.05463v1/
Source
2019 American Control Conference (ACC)
Subjects
math.OC
math.OC
cs.SY
Notes
9 pages, 3 figures
Publication Status
Published
Coverage Spatial
Philadelphia, PA, USA
Date Publish Online
2019-08-29