Certification of real inequalities: templates and sums of squares

• 成果类型: Article
• 署名作者: Magron, Victor; Allamigeon, Xavier; Gaubert, Stephane; Werner, Benjamin
• 署名单位: Imperial College London; Inria; Institut Polytechnique de Paris; Ecole Polytechnique; Institut Polytechnique de Paris; Ecole Polytechnique; Institut Polytechnique de Paris; Ecole Polytechnique
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-014-0834-5
• 发表日期: 2015
• 页码: 477-506
• 关键词: global optimization; curse; POLYNOMIALS

摘要

We consider the problem of certifying lower bounds for real-valued multivariate transcendental functions. The functions we are dealing with are nonlinear and involve semialgebraic operations as well as some transcendental functions like , etc. Our general framework is to use different approximation methods to relax the original problem into polynomial optimization problems, which we solve by sparse sums of squares relaxations. In particular, we combine the ideas of the maxplus approximations (originally introduced in optimal control) and of the linear templates (originally introduced in static analysis by abstract interpretation). The nonlinear templates control the complexity of the semialgebraic relaxations at the price of coarsening the maxplus approximations. In that way, we arrive at a new-template based-certified global optimization method, which exploits both the precision of sums of squares relaxations and the scalability of abstraction methods. We analyze the performance of the method on problems from the global optimization literature, as well as medium-size inequalities issued from the Flyspeck project.