An Approach to Constrained Polynomial Optimization via Nonnegative Circuit Polynomials and Geometric Programming

2016/02/19 by Dressler, Mareike, Iliman, Sadik, de Wolff, Timo
#12D15 #14P99 #52B20 #90C25 #Algebraic Geometry (math.AG) #FOS: Mathematics #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.1602.06180

Abstract

In this article we combine two developments in polynomial optimization. On the one hand, we consider nonnegativity certificates based on sums of nonnegative circuit polynomials, which were recently introduced by the second and the third author. On the other hand, we investigate geometric programming methods for constrained polynomial optimization problems, which were recently developed by Ghasemi and Marshall. We show that the combination of both results yields a new method to solve certain classes of constrained polynomial optimization problems. We test the new method experimentally and compare it to semidefinite programming in various examples.

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