Title
Efficiency improvement in an nD systems approach to polynomial optimization
Abstract
The problem of finding the global minimum of a so-called Minkowski-norm dominated polynomial can be approached by the matrix method of Stetter and Moller, which reformulates it as a large eigenvalue problem. A drawback of this approach is that the matrix involved is usually very large. However, all that is needed for modern iterative eigenproblem solvers is a routine which computes the action of the matrix on a given vector. This paper focuses on improving the efficiency of computing the action of the matrix on a vector. To avoid building the large matrix one can associate the system of first-order conditions with an nD system of difference equations. One way to compute the action of the matrix efficiently is by setting up a corresponding shortest path problem and solving it. It turns out that for large n the shortest path problem has a high computational complexity, and therefore some heuristic procedures are developed for arriving cheaply at suboptimal paths with acceptable performance.
Year
DOI
Venue
2007
10.1016/j.jsc.2006.03.008
J. Symb. Comput.
Keywords
DocType
Volume
global polynomial optimization,grobner basis,stetter-moller matrix method,nd-systems,large eigenvalue problems
Journal
42
Issue
ISSN
Citations 
1-2
0747-7171
1
PageRank 
References 
Authors
0.36
9
3
Name
Order
Citations
PageRank
Ivo W. M. Bleylevens110.70
Ralf L. M. Peeters26222.61
Bernard Hanzon3499.54