Sum-of-squares chordal decomposition of polynomial matrix inequalities

نویسندگان

چکیده

Abstract We prove decomposition theorems for sparse positive (semi)definite polynomial matrices that can be viewed as sparsity-exploiting versions of the Hilbert–Artin, Reznick, Putinar, and Putinar–Vasilescu Positivstellensätze. First, we establish a matrix P ( x ) with chordal sparsity is semidefinite all $$x\in \mathbb {R}^n$$ x ? R n if only there exists sum-of-squares (SOS) $$\sigma (x)$$ ? ( ) such P$$ P sum SOS matrices. Second, show setting (x)=(x_1^2 + \cdots x_n^2)^\nu $$ = 1 2 + ? ? some integer $$\nu suffices homogeneous definite globally. Third, on compact semialgebraic set $$\mathcal {K}=\{x:g_1(x)\ge 0,\ldots ,g_m(x)\ge 0\}$$ K { : g ? 0 , … m } satisfying Archimedean condition, then $$P(x) = S_0(x) g_1(x)S_1(x) g_m(x)S_m(x)$$ S $$S_i(x)$$ i are sums Finally, {K}$$ not or does satisfy obtain similar $$(x_1^2 P(x)$$ \ge 0$$ when $$g_1,\ldots ,g_m$$ even degree. Using these results, find representation polynomials quadratic correlatively in subset variables, construct new convergent hierarchies reformulations convex optimization problems large inequalities. Numerical examples demonstrate have significantly lower computational complexity than traditional ones.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Sum of Squares Programs and Polynomial Inequalities

How can one find real solutions (x1, x2)? How to prove that they do not exist? And if the solution set is nonempty, how to optimize a polynomial function over this set? Until a few years ago, the default answer to these and similar questions would have been that the possi­ ble nonconvexity of the feasible set and/or objective function precludes any kind of analytic global results. Even today, t...

متن کامل

extensions of some polynomial inequalities to the polar derivative

توسیع تعدادی از نامساوی های چند جمله ای در مشتق قطبی

15 صفحه اول

Sum of Squares and Polynomial Convexity

The notion of sos-convexity has recently been proposed as a tractable sufficient condition for convexity of polynomials based on sum of squares decomposition. A multivariate polynomial p(x) = p(x1, . . . , xn) is said to be sos-convex if its Hessian H(x) can be factored as H(x) = M (x) M (x) with a possibly nonsquare polynomial matrix M(x). It turns out that one can reduce the problem of decidi...

متن کامل

Analysis of Non-polynomial Systems using the Sum of Squares Decomposition

Recent advances in semidefinite programming along with use of the sum of squares decomposition to check nonnegativity have paved the way for efficient and algorithmic analysis of systems with polynomial vector fields. In this paper we present a systematic methodology for analyzing the more general class of non-polynomial vector fields, by recasting them into rational vector fields. The sum of s...

متن کامل

Multivariate Arrival Rate Estimation by Sum-of-squares Polynomial Splines and Decomposition

A novel method for the arrival rate estimation of multi-dimensional non-homogeneous Poisson processes is presented. The method provides a smooth, piecewise polynomial spline estimator of any prescribed order of differentiability. At the heart of the algorithm is a maximum-likelihood optimization model with sum of squares polynomial constraints, which characterize a proper subset of smooth arriv...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Mathematical Programming

سال: 2021

ISSN: ['0025-5610', '1436-4646']

DOI: https://doi.org/10.1007/s10107-021-01728-w