facial reduction algorithm

An extension of the elimination method for a sparse SOS polynomial

  • Masakazu Muramatsu
  • Hayato Waki
    • Categories Convex and Nonsmooth Optimization, Global Optimization, Linear, Cone and Semidefinite Programming Tags , , ,

    We propose a method to reduce the sizes of SDP relaxation problems for a given polynomial optimization problem (POP). This method is an extension of the elimination method for a sparse SOS polynomial in [Kojima et al., Mathematical Programming] and exploits sparsity of polynomials involved in a given POP. In addition, we show that this … Read more