OCSYSYFeb 24, 2011

Minimizing the sum of many rational functions

arXiv:1102.495449 citationsh-index: 52

Analysis pending

We consider the problem of globally minimizing the sum of many rational functions over a given compact semialgebraic set. The number of terms can be large (10 to 100), the degree of each term should be small (up to 10), and the number of variables can be large (10 to 100) provided some kind of sparsity is present. We describe a formulation of the rational optimization problem as a generalized moment problem and its hierarchy of convex semidefinite relaxations. Under some conditions we prove that the sequence of optimal values converges to the globally optimal value. We show how public-domain software can be used to model and solve such problems.

Foundations

The foundational work for this paper's niche, ranked by how specifically the neighbourhood builds on it — not by global fame.

Your Notes