Abstract
In this paper, unconstrained minimization with block-circulant structured polynomials is studied. A specifically designed method is presented to show that it can solve problems with sizes much larger than the classical Lasserre’s semidefinite relaxation. The proposed approach is in the same spirit of Lasserre’s relaxation but with a careful exploration of the underlying circulant structure, which helps reducing the sizes of the result semidefinite program problems significantly. Despite of the reduction, a certification for the global optimality is derived as well.
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This work was partially supported by the National Natural Science Foundation of China (Grant Nos. 11871051 and 12171128), the Natural Science Foundation of Zhejiang Province, China (Grant Nos. LD19A010002 and LY22A010022) and China Postdoctoral Science Foundation (Grant No 2021MD703978).
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Zheng, MM., Huang, ZH. & Hu, SL. Unconstrained minimization of block-circulant polynomials via semidefinite program in third-order tensor space. J Glob Optim 84, 415–440 (2022). https://doi.org/10.1007/s10898-022-01148-w
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DOI: https://doi.org/10.1007/s10898-022-01148-w
Keywords
- Unconstrained polynomial optimization problem
- Block-circulant structure
- Lasserre’s relaxation
- Semidefinite program