We propose to solve global optimal control problems with a new algorithm that is based on Bock’s direct multiple shooting method. We provide conditions and numerical evidence for a significant overall runtime reduction compared to the standard single shooting approach. Citation Optimal Control Applications and Methods, Vol. 39 (2), pp. 449–470, 2017 DOI 10.1002/oca.2324 Article … Read more
In this paper we exploit a slight variant of a result previously proved in [11] to define a procedure which delivers the convex envelope of some bivariate functions over polytopes. The procedure is based on the solution of a KKT system and simplifies the derivation of the convex envelope with respect to previously proposed techniques. … Read more
For binary polynomial optimization problems (POPs) of degree $d$ with $n$ variables, we prove that the $\lceil(n+d-1)/2\rceil$th semidefinite (SDP) relaxation in Lasserre’s hierarchy of the SDP relaxations provides the exact optimal value. If binary POPs involve only even-degree monomials, we show that it can be further reduced to $\lceil(n+d-2)/2\rceil$. This bound on the relaxation order … Read more
Traditional decomposition based branch-and-bound algorithms, like branch-and-price, can be very efficient if the duality gap is not too large. However, if this is not the case, the branch-and-bound tree may grow rapidly, preventing the method to find a good solution. In this paper, we present a new decompositon algorithm, called ADGO (Alternating Direction Global Optimization … Read more
In this article we introduce a stability concept for the coercivity of multivariate polynomials $f \in \mathbb{R}[x]$. In particular, we consider perturbations of $f$ by polynomials up to the so-called degree of stable coercivity, and we analyze this stability concept in terms of the corresponding Newton polytopes at infinity. For coercive polynomials $f \in \mathbb{R}[x]$ … Read more
We consider the approximate minimization of a given polynomial on the standard simplex, obtained by taking the minimum value over all rational grid points with given denominator ${r} \in \mathbb{N}$. It was shown in [De Klerk, E., Laurent, M., Sun, Z.: An error analysis for polynomial optimization over the simplex based on the multivariate hypergeometric … Read more
When using the standard McCormick inequalities twice to convexify trilinear monomials, as is often the practice in modeling and software, there is a choice of which variables to group first. For the important case in which the domain is a nonnegative box, we calculate the volume of the resulting relaxation, as a function of the … Read more
We focus on a class of nonconvex cooperative optimization problems that involve multiple participants. We study the duality framework and provide geometric and analytic character- izations of the duality gap. The dual problem is related to a market setting in which each participant pursuits self interests at a given price of common goods. The duality … Read more
We provide a monotone non increasing sequence of upper bounds $f^H_k$ ($k\ge 1$) converging to the global minimum of a polynomial $f$ on simple sets like the unit hypercube. The novelty with respect to the converging sequence of upper bounds in [J.B. Lasserre, A new look at nonnegativity on closed sets and polynomial optimization, SIAM … Read more
Despite the fact that many vertex coloring problems are polynomially solvable on certain graph classes, most of these problems are not “under control” from a polyhedral point of view. The equivalence between optimization and separation suggests the existence of integer programming formulations for these problems whose associated polytopes admit elegant characterizations. In this work we … Read more