T-semidefinite programming relaxation with third-order tensors for constrained polynomial optimization

Hiroki Marumo, Sunyoung Kim, Makoto Yamashita

Research output: Contribution to journalArticlepeer-review

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 languageEnglish
Pages (from-to)183-218
Number of pages36
JournalComputational Optimization and Applications
Volume89
Issue number1
DOIs
StatePublished - 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

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