Sum of squares generalizations for conic sets
Author(s)
Kapelevich, Lea; Coey, Chris; Vielma, Juan Pablo
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Abstract
Polynomial nonnegativity constraints can often be handled using the sum of squares condition. This can be efficiently enforced using semidefinite programming formulations, or as more recently proposed by Papp and Yildiz (Papp D in SIAM J O 29: 822–851, 2019), using the sum of squares cone directly in an interior point algorithm. Beyond nonnegativity, more complicated polynomial constraints (in particular, generalizations of the positive semidefinite, second order and
$$\ell _1$$
ℓ
1
-norm cones) can also be modeled through structured sum of squares programs. We take a different approach and propose using more specialized cones instead. This can result in lower dimensional formulations, more efficient oracles for interior point methods, or self-concordant barriers with smaller parameters.
Date issued
2022-06Department
Massachusetts Institute of Technology. Operations Research Center; Sloan School of ManagementJournal
Mathematical Programming
Publisher
Springer Science and Business Media LLC
Citation
Kapelevich, Lea, Coey, Chris and Vielma, Juan P. 2022. "Sum of squares generalizations for conic sets."
Version: Final published version
ISSN
0025-5610
1436-4646