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A numerical evaluation of the bounded degree sum-of-squares hierarchy of Lasserre, Toh, and Yang on the pooling problem

Research output: Scientific - peer-reviewArticle

The bounded degree sum-of-squares (BSOS) hierarchy of Lasserre,
Toh, and Yang [EURO J. Comput. Optim., 2015] constructs lower bounds
for a general polynomial optimization problem with compact feasible set, by
solving a sequence of semi-definite programming (SDP) problems. Lasserre,
Toh, and Yang prove that these lower bounds converge to the optimal value
of the original problem, under some assumptions. In this paper, we analyze
the BSOS hierarchy and study its numerical performance on a specific class
of bilinear programming problems, called pooling problems, that arise in the
refinery and chemical process industries.
Original languageEnglish
Number of pages22
JournalAnnals of Operations Research
DOIs
StateE-pub ahead of print - 3 Feb 2017

    Research areas

  • sum-of-squares hierarchy, Bilinear optimization, Pooling problem, Semidefinite programming

DOI

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