Abstract
We develop algorithms to construct inner approximations of the cone of positive semidefinite matrices via linear programming and second order cone programming. Starting with an initial linear algebraic approximation suggested recently by Ahmadi and Majumdar, we describe an iterative process through which our approximation is improved at every step. This is done using ideas from column generation in large-scale linear programming. We then apply these techniques to approximate the sum of squares cone in a nonconvex polynomial optimization setting, and the copositive cone for a discrete optimization problem.
Original language | English (US) |
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Pages (from-to) | 129-151 |
Number of pages | 23 |
Journal | Discrete Optimization |
Volume | 24 |
DOIs | |
State | Published - May 1 2017 |
All Science Journal Classification (ASJC) codes
- Theoretical Computer Science
- Computational Theory and Mathematics
- Applied Mathematics
Keywords
- Copositive programming
- Linear programming
- Polynomial optimization
- Second order cone programming
- Semidefinite programming