Global Optimization via the Dual SONC Cone and Linear Programming
Optimization and Control
2020-10-23 v2 Algebraic Geometry
Abstract
Using the dual cone of sums of nonnegative circuits (SONC), we provide a relaxation of the global optimization problem to minimize an exponential sum and, as a special case, a multivariate real polynomial. Our approach builds on two key observations. First, that the dual SONC cone is contained in the primal one. Hence, containment in this cone is a certificate of nonnegativity. Second, we show that membership in the dual cone can be verified by a linear program. We implement the algorithm and present initial experimental results comparing our method to existing approaches.
Cite
@article{arxiv.2002.09368,
title = {Global Optimization via the Dual SONC Cone and Linear Programming},
author = {Mareike Dressler and Janin Heuer and Helen Naumann and Timo de Wolff},
journal= {arXiv preprint arXiv:2002.09368},
year = {2020}
}
Comments
final version; 17 pages, 5 tables