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Moment Approximations for Set-Semidefinite Polynomials

Author

Listed:
  • Peter J. C. Dickinson

    (University of Groningen)

  • Janez Povh

    (Ulica talcev 3)

Abstract

The set of polynomials that are nonnegative over a subset of the nonnegative orthant (we call them set-semidefinite) have many uses in optimization. A common example of this type set is the set of copositive matrices, where we are effectively considering nonnegativity over the entire nonnegative orthant and are restricted to homogeneous polynomials of degree two. Lasserre (SIAM J. Optim., 21(3):864–885, 2011) has previously considered a method using moments in order to provide an outer approximation to this set, for nonnegativity over a general subset of the real space. In this paper, we shall show that, in the special case of considering nonnegativity over a subset of the nonnegative orthant, we can provide a new outer approximation hierarchy. This is based on restricting moment matrices to be completely positive, and it is at least as good as Lasserre’s method. This can then be relaxed to give tractable approximations that are still at least as good as Lasserre’s method. In doing this, we also provide interesting new insights into the use of moments in constructing these approximations.

Suggested Citation

  • Peter J. C. Dickinson & Janez Povh, 2013. "Moment Approximations for Set-Semidefinite Polynomials," Journal of Optimization Theory and Applications, Springer, vol. 159(1), pages 57-68, October.
    • Handle: RePEc:spr:joptap:v:159:y:2013:i:1:d:10.1007_s10957-013-0279-7
    DOI: 10.1007/s10957-013-0279-7
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    References listed on IDEAS

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    1. Laurent, M., 2009. "Sums of squares, moment matrices and optimization over polynomials," Other publications TiSEM 9fef820b-69d2-43f2-a501-e, Tilburg University, School of Economics and Management.
    2. Bomze, Immanuel M., 2012. "Copositive optimization – Recent developments and applications," European Journal of Operational Research, Elsevier, vol. 216(3), pages 509-520.
    3. Gabriele Eichfelder & Johannes Jahn, 2010. "Foundations of Set-Semidefinite Optimization," Springer Optimization and Its Applications, in: Panos M. Pardalos & Themistocles M. Rassias & Akhtar A. Khan (ed.), Nonlinear Analysis and Variational Problems, chapter 0, pages 259-284, Springer.
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    Cited by:

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