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Degree reduction techniques for polynomial optimization problems

Published 9 Feb 2024 in math.OC | (2402.06336v1)

Abstract: This paper presents a new approach to quadrify a polynomial programming problem, i.e. reduce the polynomial program to a quadratic program, before solving it. The proposed approach, QUAD-RLT, exploits the Reformulation-Linearization Technique (RLT) structure to obtain smaller relaxations that can be solved faster and still provide high quality bounds. QUAD-RLT is compared to other quadrification techniques that have been previously discussed in the literature. The paper presents theoretical as well as computational results showing the advantage of QUAD-RLT compared to other quadrification techniques. Furthermore, rather than quadrifying a polynomial program, QUAD-RLT is generalized to reduce the degree of the polynomial to any degree. Computational results show that reducing the degree of the polynomial to a degree that is higher than two provides computational advantages in certain cases compared to fully quadrifying the problem. Finally, QUAD-RLT along with other quadrification/degree reduction schemes are implemented and made available in the freely available software RAPOSa.

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