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Riley Murray (California Institute of Technology): Signomial and Polynomial Optimization via Relative Entropy and Partial Dualization

Ort: MPI für Mathematik in den Naturwissenschaften Leipzig, Inselstr. 22, G3 10 (Hörsaal)

We describe a generalization of the Sums-of-AM/GM Exponential (SAGE) relaxation methodology for obtaining bounds on constrained signomial and polynomial optimization problems. Our approach leverages the fact that relative entropy based SAGE certificates conveniently and transparently blend with convex duality, in a manner that Sums-of-Squares certificates do not. This more general approach not only retains key properties of ordinary SAGE relaxations (e.g. sparsity preservation), but also inspires a novel perspective-based method of solution recovery.

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Beginn: 2. Oktober 2019 11:00

Ende: 2. Oktober 2019 12:00