Sum of squares generalizations for conic sets

Abstract

Polynomial nonnegativity constraints can often be handled using the sum of squares condition. This can be efficiently enforced using semidefinite programming formulations, or as more recently proposed by Papp and Yildiz (Papp D in SIAM J O 29: 822–851, 2019), using the sum of squares cone directly in an interior point algorithm. Beyond nonnegativity, more complicated polynomial constraints (in particular, generalizations of the positive semidefinite, second order and $$\ell _1$$ ℓ 1 -norm cones) can also be modeled through structured sum of squares programs. We take a different approach and propose using more specialized cones instead. This can result in lower dimensional formulations, more efficient oracles for interior point methods, or self-concordant barriers with smaller parameters.

Document Details

Document Type
Pub Defense Publication
Publication Date
Jun 10, 2022
Source ID
10.1007/s10107-022-01831-6

Entities

People

  • Chris Coey
  • Juan Pablo Vielma
  • Lea Kapelevich

Organizations

  • National Science Foundation
  • Office of Naval Research

Tags

Readers

  • Operations Research