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Directors:
Randolph E. Bank
Philip E. Gill
Michael Holst

Administrative Contact:
Terry Le

Office: AP&M 7431
Phone: (858)534-9813
Fax: (858)534-5273
E-mail: tele@ucsd.edu
Minimizing Rational Functions by Exact Jacobian SDP Relaxation Applicable to Finite Singularities

Li Wang
UCSD

Abstract:

Consider the optimization problem of minimizing a raitonal function. We reformulate this problem as polynomial optimization by the technique of homogenization. These two problems are shown to be equivalent under some generic conditions. The exact Jacobian SDP relaxation method is used to solve the reformulated problem. We also show that the convergence assumption of nonsingularity in Jacobian SDP relaxation can be weakened as the finiteness of singularities. Some numerical examples are given to show the efficiency of this method.

Tuesday, January 29, 2013
11:00AM AP&M 2402