An accelerated first-order method for solving SOS relaxations of unconstrained polynomial optimization problems

Our interest lies in solving sum of squares (SOS) relaxations of large-scale unconstrained polynomial optimization problems. Because interior-point methods for solving these problems are severely limited by the large-scale, we are motivated to explore efficient implementations of an accelerated firs...

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Bibliographic Details
Main Authors: Bertsimas, Dimitris J. (Contributor), Freund, Robert Michael (Contributor), Sun, Xu Andy (Author)
Other Authors: Sloan School of Management (Contributor)
Format: Article
Language:English
Published: Taylor & Francis, 2014-06-06T17:27:23Z.
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Online Access:Get fulltext
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100 1 0 |a Bertsimas, Dimitris J.  |e author 
100 1 0 |a Sloan School of Management  |e contributor 
100 1 0 |a Bertsimas, Dimitris J.  |e contributor 
100 1 0 |a Freund, Robert Michael  |e contributor 
700 1 0 |a Freund, Robert Michael  |e author 
700 1 0 |a Sun, Xu Andy  |e author 
245 0 0 |a An accelerated first-order method for solving SOS relaxations of unconstrained polynomial optimization problems 
260 |b Taylor & Francis,   |c 2014-06-06T17:27:23Z. 
856 |z Get fulltext  |u http://hdl.handle.net/1721.1/87686 
520 |a Our interest lies in solving sum of squares (SOS) relaxations of large-scale unconstrained polynomial optimization problems. Because interior-point methods for solving these problems are severely limited by the large-scale, we are motivated to explore efficient implementations of an accelerated first-order method to solve this class of problems. By exploiting special structural properties of this problem class, we greatly reduce the computational cost of the first-order method at each iteration. We report promising computational results as well as a curious observation about the behaviour of the first-order method for the SOS relaxations of the unconstrained polynomial optimization problem. 
520 |a United States. Air Force Office of Scientific Research (Grant No. FA9550-08-1-0350) 
520 |a United States. Air Force Office of Scientific Research (AFOSR Grant No. FA9550-11-1-0141) 
520 |a Singapore-MIT Alliance 
546 |a en_US 
655 7 |a Article 
773 |t Optimization Methods and Software