[go: up one dir, main page]
More Web Proxy on the site http://driver.im/ Skip to main content
Log in

Globally maximizing the sum of squares of quadratic forms over the unit sphere

  • Original Paper
  • Published:
Optimization Letters Aims and scope Submit manuscript

Abstract

We first lift the problem of maximizing the sum of squares of quadratic forms over the unit sphere to an equivalent nonlinear optimization problem, which provides a new standard quadratic programming relaxation. Then we employ a simplicial branch and bound algorithm to globally solve the lifted problem and show that the time-complexity is linear with respect to the number of all nonzero entries of the input matrices under certain conditions. Numerical results demonstrate the efficiency of the new algorithm.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Subscribe and save

Springer+ Basic
£29.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Price includes VAT (United Kingdom)

Instant access to the full article PDF.

Fig. 1
Fig. 2

Similar content being viewed by others

Notes

  1. There are more selections of a simplex to cover the hyper-rectangle \([ \underline{t}, \overline{t}]\), see [20]. Here we take the simplest one since its diameter is easy to compute and overestimate, as required in Lemma 1.

References

  1. Aparicio, G., Casado, L.G., G-Tóth, B., Hendrix, E.M.T. and García, I.: Heuristics to reduce the number of simplices in longest edge bisection refinement of a regular \(n\)-Simplex. In: Computational science and its applications ICCSA. Lecture notes in computer science, vol. 8580, pp 115–125. Springer International Publishing, Cham (2014)

  2. Aparicio, G., Casado, L.G., G-Tóth, B., Hendrix, E.M.T., García, I.: On the minimum number of simplex shapes in longest edge bisection refinement of a regular \(n\)-simplex. Informatica 26(1), 17–32 (2015)

    Article  MathSciNet  Google Scholar 

  3. Aparicio, G., Salmerón, J.M., Casado, L.G., Asenjo, R., Hendrix, E.M.T.: Parallel algorithms for computing the smallest binary tree size in unit simplex refinement. J. Parallel Distrib. Comput. 112, 166–178 (2018)

    Article  Google Scholar 

  4. Dickinson, P.J.: On the exhaustivity of simplicial partitioning. J. Global Optim. 58(1), 189–203 (2014)

    Article  MathSciNet  Google Scholar 

  5. Goldfarb, D., Liu, S.: An \(O(n^3L)\) primal interior point algorithm for convex quadratic programming. Math. Program. 49(1–3), 325–340 (1990)

    Article  Google Scholar 

  6. Golub, G.H., Van Loan, C.F.: Matrix Computations. Johns Hopkins University Press, Baltimore (1989)

    MATH  Google Scholar 

  7. Hao, C.L., Cui, C.F., Dai, Y.H.: A sequential subspace projection method for extreme Z-eigenvalues of supersymmetric tensor. Numer. Linear Algebra Appl. 22(2), 283–298 (2015)

    Article  MathSciNet  Google Scholar 

  8. Henrion, D., Lasserre, J.B., Loefberg, J.: GloptiPoly 3: moments, optimization and semidefinite programming. Optim. Methods Softw. 24(4–5), 761–779 (2009)

    Article  MathSciNet  Google Scholar 

  9. Horst, R.: A New Branch and Bound Approach for Cconcave Minimization Problems. Lecture Notes in Computer Science, vol. 41, pp. 330–337. Springer, Berlin (1975)

    Google Scholar 

  10. Horst, R.: An algorithm for nonconvex programming problems. Math. Program. 10(1), 312–321 (1976)

    Article  MathSciNet  Google Scholar 

  11. Horst, R., Pardalos, P.M., Thoai, N.V.: Introduction to Global Optimization. Springer, Berlin (2000)

    Book  Google Scholar 

  12. Jiang, B., Ma, S.Q., Zhang, S.Z.: Alternating direction method of multipliers for real and complex polynomial optimization models. Optimization 63(6), 883–898 (2014)

    Article  MathSciNet  Google Scholar 

  13. Kofidis, E., Regalia, P.A.: On the best rank-1 approximation of higher-order supersymmetric tensors. SIAM J. Matrix Anal. Appl. 23(3), 863–884 (2002)

    Article  MathSciNet  Google Scholar 

  14. Kuczynski, J., Wozniakowski, H.: Estimating the largest eigenvalue by the power and Lanczos algorithms with a random start. SIAM J. Matrix Anal. Appl. 13(4), 1094–1122 (1992)

    Article  MathSciNet  Google Scholar 

  15. Li, Z.N., He, S.M., Zhang, S.Z.: Approximation methods for polynomial optimization: models, algorithms and applications. Springerbriefs in Optimization. Springer, New York (2012)

    Book  Google Scholar 

  16. Mourrain, B., Pavone, J.P.: Subdivision methods for solving polynomial equations. J. Symbol. Comput. 44(3), 292–306 (2009)

    Article  MathSciNet  Google Scholar 

  17. Mourrain, B., Trebuchet, P.: Generalized normal forms and polynomial system solving. In: Proceedings of the 2005 International Symposium on Symbolic and Algebraic Computation, ACM, pp. 253–260 (2005)

  18. Nesterov, Y.: Random walk in a simplex and quadratic optimization over convex polytopes. CORE Discussion Paper 2003/71, CORE-UCL, Louvain-La-Neuve (2003)

  19. Nie, J., Wang, L.: Semidefinite relaxations for the best rank-1 tensor approximation. SIAM J. Matrix Anal. Appl. 35(3), 1155–1179 (2014)

    Article  MathSciNet  Google Scholar 

  20. Paulavičius, R., Žilinskas, J.: Simplicial Global Optimization. Springer, New York (2014)

    Book  Google Scholar 

  21. Sahinidis, N.V.: BARON: a general purpose global optimization software package. J. Global Optim. 8(2), 201–205 (1996)

    Article  MathSciNet  Google Scholar 

  22. Salmerón, J.M.G., Aparicio, G., Casado, L.G., García, I., Hendrix, E.M.T., G-Tóth, B.: Generating a smallest binary tree by proper selection of the longest edges to bisect in a unit simplex refinement. J. Comb. Optim. 33(2), 389–402 (2017)

    Article  MathSciNet  Google Scholar 

  23. So, A.M.C.: Deterministic approximation algorithmsfor sphere constrained homogeneous polynomial optimization problems. Math. Program. 129(2), 357–382 (2011)

    Article  MathSciNet  Google Scholar 

  24. Sturm, J.F.: SeDuMi 1.02, a Matlab toolbox for optimization over symmetric cones. Optim. Methods Softw. 11/12, 625–653 (1999)

    Article  MathSciNet  Google Scholar 

  25. Wang, L., Xia, Y.: A linear-time algorithm for globally maximizing the sum of a generalized rayleigh quotient and a quadratic form on the unit sphere. SIAM J. Optim. 29(3), 1844–1869 (2019)

    Article  MathSciNet  Google Scholar 

  26. Wang, Y.J., Zhou, G.L.: A hybrid second-order method for homogenous polynomial optimization over unit sphere. J. Oper. Res. Soc. China 5(1), 99–109 (2017)

    Article  MathSciNet  Google Scholar 

  27. Xia, Y.: On local convexity of quadratic transformations. J. Oper. Res. Soc. China 2, 341–350 (2014)

    Article  MathSciNet  Google Scholar 

  28. Zhou, G., Caccetta, L., Teo, K.L., Wu, S.Y.: Nonnegative polynomial optimization over unit spheres and convex programming relaxations. SIAM J. Optim. 22(3), 987–1008 (2012)

    Article  MathSciNet  Google Scholar 

Download references

Acknowledgements

This research was supported by National Natural Science Foundation of China under Grants 11822103, 11571029, 11771056 and Beijing Natural Science Foundation Z180005.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Yong Xia.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Cen, X., Xia, Y. Globally maximizing the sum of squares of quadratic forms over the unit sphere. Optim Lett 14, 1907–1919 (2020). https://doi.org/10.1007/s11590-019-01498-7

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11590-019-01498-7

Keywords

Navigation