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Decomposition-based method for sparse semidefinite relaxations of polynomial optimization problems. (English) Zbl 1197.90332

Summary: We consider polynomial optimization problems pervaded by a sparsity pattern. It has been shown by J. B. Lasserre [SIAM J. Optim. 17, No. 3, 822–843 (2006; Zbl 1119.90036)] and H. Waki et al. [SIAM J. Optim. 17, No. 1, 218–242 (2006; Zbl 1109.65058)] that the optimal solution of a polynomial programming problem with structured sparsity can be computed by solving a series of semidefinite relaxations that possess the same kind of sparsity. We aim at solving the former relaxations with a decomposition-based method, which partitions the relaxations according to their sparsity pattern. The decomposition-based method that we propose is an extension to semidefinite programming of the Benders decomposition for linear programs [J. F. Benders, Comput. Manag. Sci. 2, No. 1, 3–19 (2005; Zbl 1115.90361)].

MSC:

90C30 Nonlinear programming
90C22 Semidefinite programming
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