2020/11/30 by Serkan Hoşten, Hoşten, Serkan, Isabelle Shankar +3 · 1 citation
Mathematics · Computer Science · #Advanced Optimization Algorithms Research #Polynomial and algebraic computation #Numerical Methods and Algorithms
paper · pdf · doi:10.48550/arxiv.2011.15115
The Zariski closure of the central path which interior point algorithms track in convex optimization problems such as linear, quadratic, and semidefinite programs is an algebraic curve. The degree of this curve has been studied in relation to the complexity of these interior point algorithms, and for linear programs it was computed by De Loera, Sturmfels, and Vinzant in 2012. We show that the degree of the central curve for generic semidefinite programs is equal to the maximum likelihood degree of linear concentration models. New results from the intersection theory of the space of complete quadrics imply that this is a polynomial in the size of semidefinite matrices with degree equal to the number of constraints. Besides its degree we explore the arithmetic genus of the same curve. We also compute the degree of the central curve for generic linear programs with different techniques which extend to bounding the same degree for generic quadratic programs.