论文标题
多项式优化:通过圆锥约束增强RLT松弛
Polynomial Optimization: Enhancing RLT relaxations with Conic Constraints
论文作者
论文摘要
最近,Conic优化成为设计可用于非凸线多项式优化问题的可拖动和保证算法的强大工具。一方面,易处理性对于有效解决大规模问题至关重要,另一方面,需要强大的界限来确保高质量的解决方案。在这项研究中,我们通过添加基于线性,二阶锥体和半决赛编程的九种不同类型的约束来研究多项式优化问题的RLT松弛,以解决良好的多项式优化问题的实例。我们描述了如何相互设计这些圆锥约束及其在标准RLT放松方面的性能。我们的第一个发现是,非线性约束的不同变体(二阶锥体和半决赛)是$ 50 \%$ $ $ $ 50 $ $的最佳性能。此外,我们提出了一种机器学习方法,以决定给定实例的最合适的约束。计算结果表明,机器学习方法显着胜过九种单独方法中的每一种。
Conic optimization has recently emerged as a powerful tool for designing tractable and guaranteed algorithms for non-convex polynomial optimization problems. On the one hand, tractability is crucial for efficiently solving large-scale problems and, on the other hand, strong bounds are needed to ensure high quality solutions. In this research, we investigate the strengthening of RLT relaxations of polynomial optimization problems through the addition of nine different types of constraints that are based on linear, second-order cone, and semidefinite programming to solve to optimality the instances of well established test sets of polynomial optimization problems. We describe how to design these conic constraints and their performance with respect to each other and with respect to the standard RLT relaxations. Our first finding is that the different variants of nonlinear constraints (second-order cone and semidefinite) are the best performing ones in around $50\%$ of the instances. Additionally, we present a machine learning approach to decide on the most suitable constraints to add for a given instance. The computational results show that the machine learning approach significantly outperforms each and every one of the nine individual approaches.