当前位置: X-MOL 学术Found. Comput. Math. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Newton Polytopes and Relative Entropy Optimization
Foundations of Computational Mathematics ( IF 2.5 ) Pub Date : 2021-03-05 , DOI: 10.1007/s10208-021-09497-w
Riley Murray , Venkat Chandrasekaran , Adam Wierman

Certifying function nonnegativity is a ubiquitous problem in computational mathematics, with especially notable applications in optimization. We study the question of certifying nonnegativity of signomials based on the recently proposed approach of Sums-of-AM/GM-Exponentials (SAGE) decomposition due to the second author and Shah. The existence of a SAGE decomposition is a sufficient condition for nonnegativity of a signomial, and it can be verified by solving a tractable convex relative entropy program. We present new structural properties of SAGE certificates such as a characterization of the extreme rays of the cones associated to these decompositions as well as an appealing form of sparsity preservation. These lead to a number of important consequences such as conditions under which signomial nonnegativity is equivalent to the existence of a SAGE decomposition; our results represent the broadest-known class of nonconvex signomial optimization problems that can be solved efficiently via convex relaxation. The analysis in this paper proceeds by leveraging the interaction between the convex duality underlying SAGE certificates and the face structure of Newton polytopes. After proving our main signomial results, we direct our machinery toward the topic of globally nonnegative polynomials. This leads to (among other things) efficient methods for certifying polynomial nonnegativity, with complexity independent of the degree of a polynomial.



中文翻译:

牛顿多表位和相对熵优化

验证函数的非负性是计算数学中普遍存在的问题,尤其是在优化中的显着应用。基于第二作者和Shah,我们基于最近提出的AM / GM指数和(SAGE)分解方法,研究了证明单数词的非负性的问题。SAGE分解的存在是信号非负性的充分条件,并且可以通过求解难解的凸相对熵程序进行验证。我们介绍了SAGE证书的新结构特性,例如与这些分解相关的视锥细胞的极端射线的特征以及稀疏保存的一种吸引人的形式。这些导致了许多重要的后果,例如,信号非负性等同于SAGE分解的存在的条件;我们的结果代表了最广为人知的非凸信号优化问题,可以通过凸松弛有效地解决这些问题。本文的分析是通过利用SAGE证书的凸对偶性与牛顿多面体的面部结构之间的相互作用来进行的。在证明了我们的主要符号结果之后,我们将我们的机器转向了全局非负多项式的主题。这导致(除其他事项外)证明多项式非负性的有效方法,其复杂度与多项式的阶数无关。我们的结果代表了最广为人知的非凸信号优化问题,可以通过凸松弛有效地解决这些问题。本文的分析是通过利用SAGE证书的凸对偶性与牛顿多面体的面部结构之间的相互作用来进行的。在证明了我们的主要符号结果之后,我们将我们的机器转向了全局非负多项式的主题。这导致(除其他事项外)证明多项式非负性的有效方法,其复杂度与多项式的阶数无关。我们的结果代表了最广为人知的非凸信号优化问题,可以通过凸松弛有效地解决这些问题。本文的分析是通过利用SAGE证书的凸对偶性与牛顿多面体的面部结构之间的相互作用来进行的。在证明了我们的主要符号结果之后,我们将我们的机器转向了全局非负多项式的主题。这导致(除其他事项外)证明多项式非负性的有效方法,其复杂度与多项式的阶数无关。我们将机器转向全局非负多项式的主题。这导致(除其他事项外)证明多项式非负性的有效方法,其复杂度与多项式的阶数无关。我们将机器转向全局非负多项式的主题。这导致(除其他事项外)证明多项式非负性的有效方法,其复杂度与多项式的阶数无关。

更新日期:2021-03-07
down
wechat
bug