A real moment-HSOS hierarchy for complex polynomial optimization with real coefficients
Fuente:
arXiv
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866913242777911296 |
|---|---|
| author | Wang, Jie Magron, Victor |
| author_facet | Wang, Jie Magron, Victor |
| contents | This paper proposes a real moment-HSOS hierarchy for complex polynomial optimization problems with real coefficients. We show that this hierarchy provides the same sequence of lower bounds as the complex analogue, yet is much cheaper to solve. In addition, we prove that global optimality is achieved when the ranks of the moment matrix and certain submatrix equal two in case that a sphere constraint is present, and as a consequence, the complex polynomial optimization problem has either two real optimal solutions or a pair of conjugate optimal solutions. A simple procedure for extracting a pair of conjugate optimal solutions is given in the latter case. Various numerical examples are presented to demonstrate the efficiency of this new hierarchy, and an application to polyphase code design is also provided. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2308_14631 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | A real moment-HSOS hierarchy for complex polynomial optimization with real coefficients Wang, Jie Magron, Victor Optimization and Control This paper proposes a real moment-HSOS hierarchy for complex polynomial optimization problems with real coefficients. We show that this hierarchy provides the same sequence of lower bounds as the complex analogue, yet is much cheaper to solve. In addition, we prove that global optimality is achieved when the ranks of the moment matrix and certain submatrix equal two in case that a sphere constraint is present, and as a consequence, the complex polynomial optimization problem has either two real optimal solutions or a pair of conjugate optimal solutions. A simple procedure for extracting a pair of conjugate optimal solutions is given in the latter case. Various numerical examples are presented to demonstrate the efficiency of this new hierarchy, and an application to polyphase code design is also provided. |
| title | A real moment-HSOS hierarchy for complex polynomial optimization with real coefficients |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2308.14631 |