{"title":"半确定优化的中心路径:程度和最坏情况下的收敛速度","authors":"S. Basu, Ali Mohammad Nezhad","doi":"10.1137/21m1419933","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":48489,"journal":{"name":"SIAM Journal on Applied Algebra and Geometry","volume":null,"pages":null},"PeriodicalIF":1.6000,"publicationDate":"2021-05-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"On the Central Path of Semidefinite Optimization: Degree and Worst-Case Convergence Rate\",\"authors\":\"S. Basu, Ali Mohammad Nezhad\",\"doi\":\"10.1137/21m1419933\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":48489,\"journal\":{\"name\":\"SIAM Journal on Applied Algebra and Geometry\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":1.6000,\"publicationDate\":\"2021-05-14\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"SIAM Journal on Applied Algebra and Geometry\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1137/21m1419933\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"SIAM Journal on Applied Algebra and Geometry","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1137/21m1419933","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
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.