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How to generate weakly infeasible semidefinite programs via Lasserre's relaxations for polynomial optimization

Authors :
Hayato Waki
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.

Details

Language :
English
ISSN :
18624472
Volume :
6
Issue :
8
Database :
OpenAIRE
Journal :
Optimization Letters
Accession number :
edsair.doi.dedup.....e59281984ba546a7a0b49a160321a94e