Skip to content

README.md

Latest commit

 

History

History
32 lines (21 loc) · 1.78 KB

README.md

File metadata and controls

32 lines (21 loc) · 1.78 KB

Preparation

  1. Install Matlab
  2. Clone this git repo (make sure to pull the submodule spotless as well)
  3. cd into spotless in Matlab, and run spot_install.m (we use spotless to define polynomial optimization problems)
  4. Install MOSEK (we use MOSEK as the SDP solver, make sure to get a free academic license)

Get started

We provide three examples for using second-order moment-SOS relaxation to solve nonconvex polynomial optimization problems, and show that the moment-SOS relaxation almost always solves the nonconvex problem to global optimality, with certificates. See here and references therein if you are interested in knowing more.

Note that the Goemans-Williamson MAXCUT relaxation corresponds to a first-order moment-SOS relaxation.

Example 1: binary quadratic program

In this example, we aim to minimize a random quadratic function over a set of binary (+1 and -1) variables.

Run example_bqp.m.

Example 2: quartic optimization over the unit sphere

In this example, we aim to minimize a random quartic (degree-four) polynomial over the unit sphere (a vector of dimension d constrained to have unit length).

Run example_q4s.m

Example 3: outlier-robust Wahba problem

In this example, we solve a more complicated polynomial optimization. There are two decision variables.

  • q: a dimension-4 vector that is constrained to have unit norm
  • theta: a dimension-N vector whose entries are binary variables (i.e., theta(i) = +1 or -1 for every i=1,...,N)

The total number of variables is therefore N+4.

The objective function is a cubic (degree-three) polynomial in q and theta (which has a meaning in computer vision).

Run example_quasar.m