Strange behaviors of interior-point methods for solving semidefinite programming problems in polynomial optimization
We observe that in a simple one-dimensional polynomial optimization problem (POP), the ‘optimal’ values of semidefinite programming (SDP) relaxation problems reported by the standard SDP solvers converge to the optimal value of the POP, while the true optimal values of SDP relaxation problems are strictly and significantly less than that value. Some pieces of circumstantial evidences for the strange behaviors of the SDP solvers are given. This result gives a warning to users of the SDP relaxation method for POPs to be careful in believing the results of the SDP solvers. We also demonstrate how SDPA-GMP, a multiple precision SDP solver developed by one of the authors, can deal with this situation correctly. Copyright Springer Science+Business Media, LLC 2012
Volume (Year): 53 (2012)
Issue (Month): 3 (December)
|Contact details of provider:|| Web page: http://www.springer.com/math/journal/10589 |
|Order Information:||Web: http://link.springer.de/orders.htm|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- de Klerk, E. & Elfadul, G.E.E. & den Hertog, D., 2006. "Optimization of Univariate Functions on Bounded Intervals by Interpolation and Semidefinite Programming," Discussion Paper 2006-26, Tilburg University, Center for Economic Research.
- repec:dgr:kubcen:200626 is not listed on IDEAS
When requesting a correction, please mention this item's handle: RePEc:spr:coopap:v:53:y:2012:i:3:p:823-844. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn)or (Christopher F Baum)
If references are entirely missing, you can add them using this form.