Global Optimization via the Dual SONC Cone and Linear Programming
Speaker:
Mareike Dressler, University of California, San Diego
Date and Time:
Tuesday, June 15, 2021 - 2:00pm to 2:40pm
Location:
Online
Abstract:
Using the dual cone of sums of nonnegative circuits (SONC), we provide a relaxation of the global optimization problem to minimize an exponential sum and, as a special case, a multivariate real polynomial. This approach builds on two key observations. First, that the dual SONC cone is contained in the primal one. Hence, containment in this cone is a certificate of nonnegativity. Second, we show that membership in the dual cone can be verified by a linear program. We implement the algorithm and present initial experimental results comparing our method to existing approaches. This is based on joint work with Janin Heuer, Helen Naumann, and Timo de Wolff.