Table of Contents
Fetching ...

Exploiting Sparsity in Complex Polynomial Optimization

Jie Wang, Victor Magron

TL;DR

The paper develops sparsity-adapted complex moment-HSOS hierarchies for complex polynomial optimization problems (CPOPs) by exploiting correlative sparsity, term sparsity, and their combination. It provides theoretical convergence guarantees under maximal chordal extensions and introduces a minimum initial relaxation step to improve tightness and efficiency. Through extensive numerical experiments on randomly generated instances and AC-OPF problems, the authors demonstrate that the complex hierarchies can deliver competitive bounds at lower computational cost compared to the real hierarchy, often with substantial speedups. The work offers a self-contained framework for constructing and evaluating sparsity-aware complex relaxations, with practical impact on large-scale CPOPs in engineering domains such as power systems.

Abstract

In this paper, we study the sparsity-adapted complex moment-Hermitian sum of squares (moment-HSOS) hierarchy for complex polynomial optimization problems, where the sparsity includes correlative sparsity and term sparsity. We compare the strengths of the sparsity-adapted complex moment-HSOS hierarchy with the sparsity-adapted real moment-SOS hierarchy on either randomly generated complex polynomial optimization problems or the AC optimal power flow problem. The results of numerical experiments show that the sparsity-adapted complex moment-HSOS hierarchy provides a trade-off between the computational cost and the quality of obtained bounds for large-scale complex polynomial optimization problems.

Exploiting Sparsity in Complex Polynomial Optimization

TL;DR

The paper develops sparsity-adapted complex moment-HSOS hierarchies for complex polynomial optimization problems (CPOPs) by exploiting correlative sparsity, term sparsity, and their combination. It provides theoretical convergence guarantees under maximal chordal extensions and introduces a minimum initial relaxation step to improve tightness and efficiency. Through extensive numerical experiments on randomly generated instances and AC-OPF problems, the authors demonstrate that the complex hierarchies can deliver competitive bounds at lower computational cost compared to the real hierarchy, often with substantial speedups. The work offers a self-contained framework for constructing and evaluating sparsity-aware complex relaxations, with practical impact on large-scale CPOPs in engineering domains such as power systems.

Abstract

In this paper, we study the sparsity-adapted complex moment-Hermitian sum of squares (moment-HSOS) hierarchy for complex polynomial optimization problems, where the sparsity includes correlative sparsity and term sparsity. We compare the strengths of the sparsity-adapted complex moment-HSOS hierarchy with the sparsity-adapted real moment-SOS hierarchy on either randomly generated complex polynomial optimization problems or the AC optimal power flow problem. The results of numerical experiments show that the sparsity-adapted complex moment-HSOS hierarchy provides a trade-off between the computational cost and the quality of obtained bounds for large-scale complex polynomial optimization problems.

Paper Structure

This paper contains 14 sections, 10 theorems, 39 equations, 1 figure, 6 tables.

Key Result

Theorem 2.6

Let $G(V,E)$ be a chordal graph and assume that $\{C_1,\ldots,C_t\}$ is the list of maximal cliques of $G(V,E)$. Then a matrix $Q\in{\mathbf{H}}_+^{|V|}\cap{\mathbf{H}}_G$ if and only if there exist $Q_{k}\in {\mathbf{H}}_+^{|C_k|}$ for $k=1,\ldots,t$ such that $Q=\sum_{k=1}^tP_{C_k}^TQ_{k}P_{C_k}$.

Figures (1)

  • Figure 1: The tsp graph with $d=2$ for Example \ref{['ex-ts']}

Theorems & Definitions (26)

  • Remark 2.1
  • Remark 2.2
  • Remark 2.3
  • Remark 2.4
  • Remark 2.5
  • Theorem 2.6: agler, Theorem 2.3
  • Theorem 2.7: grone1984, Theorem 7
  • Remark 3.1
  • Example 3.2
  • Proposition 3.3
  • ...and 16 more