Algebraic Perspectives on Signomial Optimization
Abstract
Signomials are obtained by generalizing polynomials to allow for arbitrary real exponents. This generalization offers great expressive power but has historically sacrificed the organizing principle of "degree" that is central to polynomial optimization theory. We reclaim that principle here through the concept of signomial rings, which we use to derive complete convex relaxation hierarchies of upper and lower bounds for signomial optimization via sums of arithmetic-geometric exponentials (SAGE) nonnegativity certificates. The Positivstellensatz underlying the lower bounds relies on the concept of conditional SAGE and removes regularity conditions required by earlier works, such as convexity of the feasible set or Archimedeanity of its representing signomial inequalities. Through worked examples we illustrate the practicality of this hierarchy in areas such as chemical reaction network theory and chemical engineering. These examples include comparisons to direct global solvers (e.g., BARON and ANTIGONE) and the Lasserre hierarchy (where appropriate). The completeness of our hierarchy of upper bounds follows from a generic construction whereby a Positivstellensatz for signomial nonnegativity over a compact set provides for arbitrarily strong outer approximations of the corresponding cone of nonnegative signomials. While working toward that result, we prove basic facts on the existence and uniqueness of solutions to signomial moment problems.
Additional Information
© 2022 Society for Industrial and Applied Mathematics. The second-named author was supported by an NSF Graduate Research Fellowship. We express our thanks to Mehdi Ghasemi for constructive feedback that led us to develop the material in section 4.5. We also thank Thorsten Theobald for his encouragement to try the TSSOS hierarchy in our chemical reaction network example. Finally, we thank two anonymous referees for their close readings and helpful suggestions.Attached Files
Published - 21m1462568.pdf
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Additional details
Identifiers
- Eprint ID
- 121382
- Resolver ID
- CaltechAUTHORS:20230512-807734000.2
Related works
- Describes
- 10.1137/21M1462568 (DOI)
Funding
- NSF Graduate Research Fellowship
Dates
- Created
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2023-06-27Created from EPrint's datestamp field
- Updated
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2023-06-27Created from EPrint's last_modified field