Abstract
We study T-semidefinite programming (SDP) relaxation for constrained polynomial optimization problems (POPs). T-SDP relaxation for unconstrained POPs was introduced by Zheng et al. (JGO 84:415–440, 2022). In this work, we propose a T-SDP relaxation for POPs with polynomial inequality constraints and show that the resulting T-SDP relaxation formulated with third-order tensors can be transformed into the standard SDP relaxation with block-diagonal structures. The convergence of the T-SDP relaxation to the optimal value of a given constrained POP is established under moderate assumptions as the relaxation level increases. Additionally, the feasibility and optimality of the T-SDP relaxation are discussed. Numerical results illustrate that the proposed T-SDP relaxation enhances numerical efficiency.
Original language | English |
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Pages (from-to) | 183-218 |
Number of pages | 36 |
Journal | Computational Optimization and Applications |
Volume | 89 |
Issue number | 1 |
DOIs | |
State | Published - Sep 2024 |
Bibliographical note
Publisher Copyright:© The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2024.
Keywords
- Block-diagonal structured SDP relaxation
- Constrained polynomial optimization
- Convergence to the optimal value
- Numerical efficiency
- T-SDP relaxation
- Third-order tensors