Exploiting Sign Symmetries in Minimizing Sums of Rational Functions
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arXiv
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| Format: | Preprint |
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2024
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| _version_ | 1866916247847829504 |
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| author | Guo, Feng Wang, Jie Zheng, Jianhao |
| author_facet | Guo, Feng Wang, Jie Zheng, Jianhao |
| contents | This paper is devoted to the problem of minimizing a sum of rational functions over a basic semialgebraic set. We provide a hierarchy of sum of squares (SOS) relaxations that is dual to the generalized moment problem approach due to Bugarin, Henrion, and Lasserre. The investigation of the dual SOS aspect offers two benefits: 1) it allows us to conduct a convergence rate analysis for the hierarchy; 2) it leads to a sign symmetry adapted hierarchy consisting of block-diagonal semidefinite relaxations. When the problem possesses correlative sparsity as well as sign symmetries, we propose sparse semidefinite relaxations by exploiting both structures. Various numerical experiments are performed to demonstrate the efficiency of our approach. Finally, an application to maximizing sums of generalized Rayleigh quotients is presented. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2405_09419 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Exploiting Sign Symmetries in Minimizing Sums of Rational Functions Guo, Feng Wang, Jie Zheng, Jianhao Optimization and Control 90C23, 90C22, 90C26 This paper is devoted to the problem of minimizing a sum of rational functions over a basic semialgebraic set. We provide a hierarchy of sum of squares (SOS) relaxations that is dual to the generalized moment problem approach due to Bugarin, Henrion, and Lasserre. The investigation of the dual SOS aspect offers two benefits: 1) it allows us to conduct a convergence rate analysis for the hierarchy; 2) it leads to a sign symmetry adapted hierarchy consisting of block-diagonal semidefinite relaxations. When the problem possesses correlative sparsity as well as sign symmetries, we propose sparse semidefinite relaxations by exploiting both structures. Various numerical experiments are performed to demonstrate the efficiency of our approach. Finally, an application to maximizing sums of generalized Rayleigh quotients is presented. |
| title | Exploiting Sign Symmetries in Minimizing Sums of Rational Functions |
| topic | Optimization and Control 90C23, 90C22, 90C26 |
| url | https://arxiv.org/abs/2405.09419 |