A note on the computational complexity of the moment-SOS hierarchy for polynomial optimization
| Autor: | Gribling, Sander, Polak, Sven, Slot, Lucas |
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| Rok vydání: | 2023 |
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| Druh dokumentu: | Working Paper |
| Popis: | The moment-sum-of-squares (moment-SOS) hierarchy is one of the most celebrated and widely applied methods for approximating the minimum of an n-variate polynomial over a feasible region defined by polynomial (in)equalities. A key feature of the hierarchy is that, at a fixed level, it can be formulated as a semidefinite program of size polynomial in the number of variables n. Although this suggests that it may therefore be computed in polynomial time, this is not necessarily the case. Indeed, as O'Donnell (2017) and later Raghavendra & Weitz (2017) show, there exist examples where the sos-representations used in the hierarchy have exponential bit-complexity. We study the computational complexity of the moment-SOS hierarchy, complementing and expanding upon earlier work of Raghavendra & Weitz (2017). In particular, we establish algebraic and geometric conditions under which polynomial-time computation is guaranteed to be possible. Comment: 10 pages |
| Databáze: | arXiv |
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