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Optimizing a Parametric Linear Function over a Non-compact Real Algebraic Variety

Published: 24 June 2015 Publication History

Abstract

We consider the problem of optimizing a parametric linear function over a non-compact real trace of an algebraic set. Our goal is to compute a representing polynomial which defines a hypersurface containing the graph of the optimal value function. Rostalski and Sturmfels showed that when the algebraic set is irreducible and smooth with a compact real trace, then the least degree representing polynomial is given by the defining polynomial of the irreducible hypersurface dual to the projective closure of the algebraic set.
First, we generalize this approach to non-compact situations. We prove that the graph of the opposite of the optimal value function is still contained in the affine cone over a dual variety similar to the one considered in compact case. In consequence, we present an algorithm for solving the considered parametric optimization problem for generic parameters' values. For some special parameters' values, the representing polynomials of the dual variety can be identically zero, which give no information on the optimal value. We design a dedicated algorithm that identifies those regions of the parameters' space and computes for each of these regions a new polynomial defining the optimal value over the considered region.

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  • (2024)Whitney Stratification of Algebraic Boundaries of Convex Semi-algebraic SetsProceedings of the 2024 International Symposium on Symbolic and Algebraic Computation10.1145/3666000.3669702(299-306)Online publication date: 16-Jul-2024
  • (2015)Optimization Problems over Noncompact Semialgebraic SetsProceedings of the 2015 ACM International Symposium on Symbolic and Algebraic Computation10.1145/2755996.2756638(13-14)Online publication date: 24-Jun-2015

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cover image ACM Conferences
ISSAC '15: Proceedings of the 2015 ACM International Symposium on Symbolic and Algebraic Computation
June 2015
374 pages
ISBN:9781450334358
DOI:10.1145/2755996
Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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Publication History

Published: 24 June 2015

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Author Tags

  1. dual variety
  2. polynomial optimization
  3. recession pointed cone

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  • Research-article

Funding Sources

  • Chinese Fundamental Research Funds for the Central Universities
  • Chinese National Natural Science Foundation
  • National Key Basic Research Project
  • CNRS and INRIA
  • French National Research Agency

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ISSAC'15
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ISSAC '15 Paper Acceptance Rate 43 of 71 submissions, 61%;
Overall Acceptance Rate 395 of 838 submissions, 47%

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View all
  • (2024)Whitney Stratification of Algebraic Boundaries of Convex Semi-algebraic SetsProceedings of the 2024 International Symposium on Symbolic and Algebraic Computation10.1145/3666000.3669702(299-306)Online publication date: 16-Jul-2024
  • (2015)Optimization Problems over Noncompact Semialgebraic SetsProceedings of the 2015 ACM International Symposium on Symbolic and Algebraic Computation10.1145/2755996.2756638(13-14)Online publication date: 24-Jun-2015

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