CaΣoS: A nonlinear sum-of-squares optimization suite

Fuente: arXiv
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Main Authors: Cunis, Torbjørn, Olucak, Jan
Format: Preprint
Published: 2024
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author Cunis, Torbjørn
Olucak, Jan
author_facet Cunis, Torbjørn
Olucak, Jan
contents We present Ca$Σ$oS, the first MATLAB software specifically designed for nonlinear sum-of-squares optimization. A symbolic polynomial algebra system allows to formulate parametrized sum-of-squares optimization problems and facilitates their fast, repeated evaluations. To that extent, we make use of CasADi's symbolic framework and realize concepts of monomial sparsity, linear operators (including duals), and functions between polynomials. Ca$Σ$oS currently provides interfaces to the conic solvers SeDuMi, Mosek, and SCS as well as methods to solve quasiconvex optimization problems (via bisection) and nonconvex optimization problems (via sequential convexification). Numerical examples for benchmark problems including region-of-attraction and reachable set estimation for nonlinear dynamic systems demonstrate significant improvements in computation time compared to existing toolboxes. Ca$Σ$oS is available open-source at https://github.com/ifr-acso/casos.
format Preprint
id arxiv_https___arxiv_org_abs_2409_18549
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle CaΣoS: A nonlinear sum-of-squares optimization suite
Cunis, Torbjørn
Olucak, Jan
Optimization and Control
Systems and Control
We present Ca$Σ$oS, the first MATLAB software specifically designed for nonlinear sum-of-squares optimization. A symbolic polynomial algebra system allows to formulate parametrized sum-of-squares optimization problems and facilitates their fast, repeated evaluations. To that extent, we make use of CasADi's symbolic framework and realize concepts of monomial sparsity, linear operators (including duals), and functions between polynomials. Ca$Σ$oS currently provides interfaces to the conic solvers SeDuMi, Mosek, and SCS as well as methods to solve quasiconvex optimization problems (via bisection) and nonconvex optimization problems (via sequential convexification). Numerical examples for benchmark problems including region-of-attraction and reachable set estimation for nonlinear dynamic systems demonstrate significant improvements in computation time compared to existing toolboxes. Ca$Σ$oS is available open-source at https://github.com/ifr-acso/casos.
title CaΣoS: A nonlinear sum-of-squares optimization suite
topic Optimization and Control
Systems and Control
url https://arxiv.org/abs/2409.18549