Minimizing Rational Functions by Exact Jacobian
SDP Relaxation Applicable to Finite Singularities
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
Tuesday, January 29, 2013
11:00AM AP&M 2402
Center for Computational Mathematics9500 Gilman Dr. #0112La Jolla, CA 92093-0112Tel: (858)534-9813