Semidefinite Programming Relaxation vs Polyhedral Homotopy ...

Sparse (SDP) relaxation = Lasserre (2001) + c-sparsityPOP min. f 0 (x) s.t. f j (x) ≥ 0 or = 0 (j = 1,...,m), c-sparse.⇓A sequence of c-sparse SDP relaxation problems dependingon the relaxation order r= 1, 2,...;(a) Under a moderate assumption,opt. sol. of SDP → opt sol. of POP as r → ∞.(b) r = ⌈“the max. deg. of poly. in POP”/2⌉+0 ∼ 3 is usuallylarge enough to attain opt sol. of POP in practice.(c) Such an r is unknown in theory except ∃ special cases.(d) The size of SDP increases rapidly as r → ∞.Workshop on Advances in Optimization, April 19-21, 2007 – p.9/24