半确定优化的中心路径:程度和最坏情况下的收敛速度

IF 1.6 2区 数学 Q2 MATHEMATICS, APPLIED SIAM Journal on Applied Algebra and Geometry Pub Date : 2021-05-14 DOI:10.1137/21m1419933
S. Basu, Ali Mohammad Nezhad
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引用次数: 2

摘要

本文从实际代数几何的角度研究了半定优化中心路径的复杂性。为此,我们提出了一种算法来计算描述中心路径及其极限点的实单变量表示,其中极限点通过取中心解的极限来描述,作为代数Puiseux级数域中的有界点。当μ足够小时,我们得到了中心路径的Zariski闭包的程度和描述极限点的复杂度的上界2),其中m和n分别表示仿射约束的数目和对称矩阵的大小。此外,通过将量词消去应用于实际的单变量表示,我们给出了中心路径收敛速率的下界1/γ,其中γ = 22)。
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On the Central Path of Semidefinite Optimization: Degree and Worst-Case Convergence Rate
In this paper, we investigate the complexity of the central path of semidefinite optimization through the lens of real algebraic geometry. To that end, we propose an algorithm to compute real univariate representations describing the central path and its limit point, where the limit point is described by taking the limit of central solutions, as bounded points in the field of algebraic Puiseux series. As a result, we derive an upper bound 2 ) on the degree of the Zariski closure of the central path, when μ is sufficiently small, and for the complexity of describing the limit point, where m and n denote the number of affine constraints and size of the symmetric matrix, respectively. Furthermore, by the application of the quantifier elimination to the real univariate representations, we provide a lower bound 1/γ, with γ = 2 2), on the convergence rate of the central path.
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CiteScore
2.20
自引率
0.00%
发文量
19
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