A hierarchy of spectral relaxations for polynomial optimization
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Abstract (arXiv)
We show that (i) any constrained polynomial optimization problem (POP) has an equivalent formulation on a variety contained in an Euclidean sphere and (ii) the resulting semidefinite relaxations in the moment-SOS hierarchy have the constant trace property (CTP) for the involved matrices. We then exploit the CTP to avoid solving the semidefinite relaxations via interior-point methods and rather use ad-hoc spectral methods that minimize the largest eigenvalue of a matrix pencil. Convergence to the optimal value of the semidefinite relaxation is guaranteed. As a result we obtain a hierarchy of nonsmooth "spectral relaxations" of the initial POP. Efficiency and robustness of this spectral hierarchy is tested against several equality constrained POPs on a sphere as well as on a sample of randomly generated quadratically constrained quadratic problems (QCQPs).
Key facts. Cited by 4 papers in the map (data through 7 Oct 2026). First posted on arXiv 17 Jul 2020.
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Citing papers per year: 2021: 1; 2022: 3.
4 papers.
- 2021An Inexact Projected Gradient Method with Rounding and Lifting by Nonlinear Programming for Solving Rank-One Semidefinite Relaxation of Polynomial Optimizationcited by 10
- 2022Stability Analysis of Recurrent Neural Networks by IQC with Copositive Mutiplierscited by 3
- 2022Sparse Polynomial Optimization: Theory and Practicecited by 0
- 2022Tractable hierarchies of convex relaxations for polynomial optimization on the nonnegative orthantcited by 0
- 2022Tractable hierarchies of convex relaxations for polynomial optimization on the nonnegative orthant13 Sep 2022
- 2022Sparse Polynomial Optimization: Theory and Practice23 Aug 2022
- 2022Stability Analysis of Recurrent Neural Networks by IQC with Copositive Mutipliers9 Feb 2022
- 2021An Inexact Projected Gradient Method with Rounding and Lifting by Nonlinear Programming for Solving Rank-One Semidefinite Relaxation of Polynomial Optimization28 May 2021