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S um o f S quares and S emi D efinite P rogrammming Relaxations

S um o f S quares and S emi D efinite P rogrammming Relaxations of P olynomial O ptimization P roblems. The 2006 IEICE Society Conference Kanazawa, September 21, 2006. Masakazu Kojima Tokyo Institute of Technology. This presentation PowerPoint file is available at

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S um o f S quares and S emi D efinite P rogrammming Relaxations

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  1. Sum of Squares and SemiDefinite Programmming Relaxations of Polynomial Optimization Problems The 2006 IEICE Society Conference Kanazawa, September 21, 2006 Masakazu Kojima Tokyo Institute of Technology This presentation PowerPoint file is available at http://www.is.titech.ac.jp/~kojima/talk.html An introduction to the recent development of SOS and SDP relaxations for computing global optimal solutions of POPs Exploiting sparsity in SOS and SDP relaxations to solve large scale POPs

  2. Outline 1. POPs (Polynomial Optimization Problems) 2. Nonnegative polynomials and SOS (Sum of Squares) polynomials 3. SOS relaxation of unconstrained POPs 4. Conversion of SOS relaxation into an SDP (Semidefinite Program) 5. Exploiting structured sparsity 6. SOS relaxation of constrained POPs --- very briefly 7. Numerical results 8. Polynomial SDPs 9. Concluding remarks

  3. Outline 1. POPs (Polynomial Optimization Problems) 2. Nonnegative polynomials and SOS (Sum of Squares) polynomials 3. SOS relaxation of unconstrained POPs 4. Conversion of SOS relaxation into an SDP (Semidefinite Program) 5. Exploiting structured sparsity 6. SOS relaxation of constrained POPs --- very briefly 7. Numerical results 8. Polynomial SDPs 9. Concluding remarks

  4. Outline 1. POPs (Polynomial Optimization Problems) 2. Nonnegative polynomials and SOS (Sum of Squares) polynomials 3. SOS relaxation of unconstrained POPs 4. Conversion of SOS relaxation into an SDP (Semidefinite Program) 5. Exploiting structured sparsity 6. SOS relaxation of constrained POPs --- very briefly 7. Numerical results 8. Polynomial SDPs 9. Concluding remarks

  5. Outline 1. POPs (Polynomial Optimization Problems) 2. Nonnegative polynomials and SOS (Sum of Squares) polynomials 3. SOS relaxation of unconstrained POPs 4. Conversion of SOS relaxation into an SDP (Semidefinite Program) 5. Exploiting structured sparsity 6. SOS relaxation of constrained POPs --- very briefly 7. Numerical results 8. Polynomial SDPs 9. Concluding remarks

  6. Outline 1. POPs (Polynomial Optimization Problems) 2. Nonnegative polynomials and SOS (Sum of Squares) polynomials 3. SOS relaxation of unconstrained POPs 4. Conversion of SOS relaxation into an SDP (Semidefinite Program) 5. Exploiting structured sparsity 6. SOS relaxation of constrained POPs --- very briefly 7. Numerical results 8. Polynomial SDPs 9. Concluding remarks

  7. Conversion of SOS relaxation into an SDP --- 1

  8. Conversion of SOS relaxation into an SDP --- 2

  9. Conversion of SOS relaxation into an SDP --- 3

  10. Conversion of SOS relaxation into an SDP --- 3

  11. Conversion of SOS relaxation into an SDP --- 4

  12. Conversion of SOS relaxation into an SDP --- 5

  13. Outline 1. POPs (Polynomial Optimization Problems) 2. Nonnegative polynomials and SOS (Sum of Squares) polynomials 3. SOS relaxation of unconstrained POPs 4. Conversion of SOS relaxation into an SDP (Semidefinite Program) 5. Exploiting structured sparsity 6. SOS relaxation of constrained POPs --- very briefly 7. Numerical results 8. Polynomial SDPs 9. Concluding remarks

  14. Outline 1. POPs (Polynomial Optimization Problems) 2. Nonnegative polynomials and SOS (Sum of Squares) polynomials 3. SOS relaxation of unconstrained POPs 4. Conversion of SOS relaxation into an SDP (Semidefinite Program) 5. Exploiting structured sparsity 6. SOS relaxation of constrained POPs --- very briefly 7. Numerical results 8. Polynomial SDPs 9. Concluding remarks

  15. Outline 1. POPs (Polynomial Optimization Problems) 2. Nonnegative polynomials and SOS (Sum of Squares) polynomials 3. SOS relaxation of unconstrained POPs 4. Conversion of SOS relaxation into an SDP (Semidefinite Program) 5. Exploiting structured sparsity 6. SOS relaxation of constrained POPs --- very briefly 7. Numerical results 8. Polynomial SDPs 9. Concluding remarks

  16. Outline 1. POPs (Polynomial Optimization Problems) 2. Nonnegative polynomials and SOS (Sum of Squares) polynomials 3. SOS relaxation of unconstrained POPs 4. Conversion of SOS relaxation into an SDP (Semidefinite Program) 5. Exploiting structured sparsity 6. SOS relaxation of constrained POPs --- very briefly 7. Numerical results 8. Polynomial SDPs 9. Concluding remarks

  17. Outline 1. POPs (Polynomial Optimization Problems) 2. Nonnegative polynomials and SOS (Sum of Squares) polynomials 3. SOS relaxation of unconstrained POPs 4. Conversion of SOS relaxation into an SDP (Semidefinite Program) 5. Exploiting structured sparsity 6. SOS relaxation of constrained POPs --- very briefly 7. Numerical results 8. Polynomial SDPs 9. Concluding remarks

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