Optimization

mpo_optimizer(opt)

Define the default optimizer opt for the optimization problems created by MomentPolynomialOpt

Example

using CSDP
mpo_optimizer(CSDP.Optimizer)

mpo_optimizer(opt, args...)

Define the default optimizer opt with its attribute args... for the optimization problems created by MomentPolynomialOpt

Example

using MosekTools
mpo_optimizer(Mosek.Optimizer, "QUIET" =>true)

v, M = minimize(f, [e1, e2, ...], [p1, p2, ...], X, d, optimizer)

Compute the infimum of f under the constraints $e_i=0$ and $p_i \geq 0$ using a relaxation of order d on the moments in the variable X and the optimizer optimizer.

See optimize.

v, M = maximize(f, [e1, e2, ...], [p1, p2, ...], X, d, optimizer)

Similar to the function minimize but compute the supremun of f.

See optimize.

v, M = optimize(sense, f, [e1, e2, ...], [p1, p2, ...], X, d)

Compute the optimum of f under the constraints $e_i$ =0 and $p_i \geq 0$ using a relaxation of order d on the moments in the variable X.

• $f, e_i, p_i$ should be polynomials in the variables X.
• 'sense` is a Symbol in [:Inf, :inf, :Min,:min] or :Sup, :sup, :Max, :max
• X is a tuple of variables
• d is the order of the relaxation
• optimizeris the optimizer used to solve the moment relaxation. By default it is MPO[:optimizer].

If the problem is feasible and has minimizers, it outputs

• v: the optimum value
• M: the moment model of type JuMP.Model

Example

using MomentPolynomialOpt

X  = @polyvar x1 x2
e1 = x1^2-2
e2 = (x2^2-3)*(x1*x2-2)
p1 = x1
p2 = 2-x2
v, M = optimize(:inf, -x1, [e1, e2], [p1, p2], X, 3)

To recover the optimizers, see get_optimizers, get_measure, get_series.

v, M = optimize([(f, set) ...], X, d)

Solve the moment program of relaxation of order d in the variables X, defined by the constraint or objective paires (f, set) where f is a polynomial and set is a string

• "inf", "sup" to define the objective.
• "=0" to define zero constraints:
• ">=0", "<=0" to define sign constraints

It outputs

• v: the optimal value
• M: the optimized moment program of type MOM.Model

Example

using MomentPolynomialOpt, DynamicPolynomials

X  = @polyvar x1 x2
e1 = x1^2-2
e2 = (x2^2-3)*(x1*x2-2)
p1 = x1
p2 = 2-x2
v, M = optimize([(-x1, "inf"), (e1, "=0"), (e2, "=0"), (p1, ">=0"), (p2>=0)], X, 3)

To recover the optimal values, see get_optimizers, get_measure, get_series.

get_optimizers(M, , t::Int64 = Inf)

Return the optimal points of the moment program M, using moments of degree <=t (default: twice the order of the relaxation minus 2)

get_optimizers(M)

[1.41421 1.73205; 1.41421 1.41421; 1.41421 -1.73205]

w, Xi = get_measure(M)

Return the approximation of the moment sequence $\mu$ truncated to moments of degree <= t (default: twice the order of the relaxation minus 2), as weighted sum of Dirac measures: $\sum_{k=1}^{r} \omega_k \delta_{\xi_k}$ where

• w is the vector of weights of the Dirac measures.
• Xi is matrix of $n\times r$ support points of the corresponding Dirac measures. The column Xi[:,i] is the support point $\xi_{i}$ of the ith Dirac measure and its weights is w[i].

w, Xi = get_measure(M)

([0.1541368146508854, 0.5889741915171074, 0.256888993597116], [1.4142135624216647 1.414213562080608 1.4142135620270329; -1.732052464639053 1.4141771454788292 1.7319839273833693])

get_series(M)

Return the vector of $\nu$=M[:nu] series of optimal moments of the optimized moment program M.

K,I,P,B = annihilator(sigma::Series{R}, L, eqzero = is_zero)

Compute a graded basis of the annihilator of the positive series $σ$ in the space spanned by the list of monomials L.

It outputs:

• K the graded basis
• I the initial monomials of K
• P the orthogonal basis
• B the monomial basis

v, M = polar_minimize(f, [h1, h2, ...], [g1, g2, ...], X, degree_approx, optimizer)

Compute the infimum of the f (equality constraints hi == 0 and the sign constraints gi >= 0) on the moment side. It does that calling minimize(...), replacing the equality constraints [h1, h2, ...] with generators of the polar ideal.

f, hi, gi should be polynomials in the variables X.

If the problem is feasible and has minimizers, it outputs

• v: the minimum value
• M: the moment model of type MOM.Model

j = polar_ideal(f, [h1, h2, ...], [g1, g2, ...], X)

Compute generators of the polar ideal associated with f, [h1, h2, ...], [g1, g2, ...] (equality constraints hi == 0 and the sign constraints gi >= 0) with respect to the variable vector X.

f, hi, gi should be polynomials in variables X.

pg = preordering([g1, g2, ...])

Compute all the product, without repetitions, of the gi's i.e. computes the generators (as a quadratic module) of the preordering O(g1, g2, ...).

Compute the minimal ellipsoid enclosing the point P of the semi-algebraic set defined by H[j]=0, G[k]>=0

It outputs the center c and the matrix U which columns are the principal axes of the ellipsoid.