Extracting optimisers by non-commutative GNS construction is robust
Extracting eigenvalue optimisers in optimization of non commutative polynomials can be done eﬃciently by Gelfand Naimark-Segal (GNS) construction if the dual (moment) problem has ﬂat optimum solution. However, in numerical computations the ﬂatness is always subject to rounding threshold, i.e., often we can ﬁnd only approximately ﬂat dual solutions. In this talk we present how to apply GNS construction to approximately ﬂat data and present sensitivity analysis results. We show that if the optimum of the dual problem is close to a ﬂat solution then it yields a solution on the primal side that is close to an optimum solution. The distance to the optimum solution on the primal side can be expressed by the distance to a ﬂat solution on the dual side. Similarly we can express for constraint optimization how close is the solution given by GNS construction to primal feasible and/or optimum solution in terms of the distance of the dual optimum to ﬂatness. With extensive numerical evaluations we show that the established relations are usually very tight when we deal with random non-commutative polynomials. The focus will be on the (constrained) eigenvalue optimization for noncommutative polynomials, but we will also explain how the main results pertain to commutative and tracial optimization
2018
2018-07-19 10:10:23
1033
high performance computing, polynomial optimization, optimum extraction, flat extension, robustness
visoko zmogljivo računalništvo, polinomska optimizacija, ekstrakcija optimuma, ploske razširitve, robustnost
Janez
Povh
70
Jurij
Volčič
70
Igor
Klep
70
UDK
4
519.8(045)
COBISS_ID
3
16150555
OceCobissID
13
16150299