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How to generate weakly infeasible semidefinite programs via Lasserre's relaxations for polynomial optimization
- Source :
- Optimization Letters. 6(8):1883-1896
- Publication Year :
- 2011
- Publisher :
- Springer, 2011.
-
Abstract
- Examples of weakly infeasible semidefinite programs are useful to test whether semidefinite solvers can detect infeasibility. However, finding non trivial such examples is notoriously dificult. This note shows how to use Lasserre's semidefinite programming relaxations for polynomial optimization in order to generate examples of weakly infeasible semidefinite programs. Such examples could be used to test whether a semidefinite solver can detect weak infeasibility. In addition, in this note, we generate weakly infeasible semidefinite programs from an instance of polynomial optimization with nonempty feasible region and solve them by semidefinite solvers. Although all semidefinite programming relaxation problems are infeasible, we observe that semidefinite solvers do not detect the infeasibility and that values returned by semidefinite solvers are equal to the optimal value of the instance due to numerical round-off errors.
- Subjects :
- Semidefinite programming
Mathematical optimization
Control and Optimization
Feasible region
MathematicsofComputing_NUMERICALANALYSIS
MathematicsofComputing_GENERAL
Mathematics::Optimization and Control
weakly infeasible
Computational intelligence
Computer Science::Computational Complexity
Solver
Computer Science::Systems and Control
TheoryofComputation_ANALYSISOFALGORITHMSANDPROBLEMCOMPLEXITY
ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION
Polynomial optimization
Computer Science::Data Structures and Algorithms
Semidefinite programming relaxation
semidefinite programming relaxation
Mathematics
MathematicsofComputing_DISCRETEMATHEMATICS
Subjects
Details
- Language :
- English
- ISSN :
- 18624472
- Volume :
- 6
- Issue :
- 8
- Database :
- OpenAIRE
- Journal :
- Optimization Letters
- Accession number :
- edsair.doi.dedup.....e59281984ba546a7a0b49a160321a94e