Lasserre Hierarchy for Large Scale Polynomial Optimization in Real and Complex Variables

Abstract

We propose general notions to deal with large scale polynomial optimization problems and demonstrate their efficiency on a key industrial problem of the 21st century, namely the optimal power flow problem. These notions enable us to find global minimizers on instances with up to 4,500 variables and 14,500 constraints. First, we generalize the Lasserre hierarchy from real to complex numbers in order to enhance its tractability when dealing with complex polynomial optimization. Complex numbers are typically used to represent oscillatory phenomena, which are omnipresent in physical systems. Using the notion of hyponormality in operator theory, we provide a finite convergence criterion which generalizes the Curto--Fialkow conditions of the real Lasserre hierarchy. Second, we introduce the multi-ordered Lasserre hierarchy in order to exploit sparsity in polynomial optimization problems (in real or complex variables) while preserving global convergence. It is based on two ideas: (1) to use a different relaxatio...

Locations

• arXiv (Cornell University) - View - PDF
• HAL (Le Centre pour la Communication Scientifique Directe) - View
• SIAM Journal on Optimization - View