Computational complexity of sum-of-squares bounds for copositive programs
Marilena Palomba, Lucas Slot, Luis Felipe Vargas, Monaldo Mastrolilli

TL;DR
This paper investigates the computational complexity of sum-of-squares relaxations for copositive programs, establishing conditions for polynomial-time solvability and illustrating both practical applications and theoretical limitations.
Contribution
It provides sufficient conditions for polynomial-time computation of SOS relaxations of copositive programs and analyzes their complexity in standard and pathological cases.
Findings
SOS relaxations are polynomial-time computable under certain conditions.
Standard quadratic programs satisfy the conditions for efficient SOS bounds.
Pathological examples show SOS relaxations can require doubly-exponential size solutions.
Abstract
In recent years, copositive programming has received significant attention for its ability to model hard problems in both discrete and continuous optimization. Several relaxations of copositive programs based on semidefinite programming (SDP) have been proposed in the literature, meant to provide tractable bounds. However, while these SDP-based relaxations are amenable to the ellipsoid algorithm and interior point methods, it is not immediately obvious that they can be solved in polynomial time (even approximately). In this paper, we consider the sum-of-squares (SOS) hierarchies of relaxations for copositive programs introduced by Parrilo (2000), de Klerk & Pasechnik (2002) and Pe\~na, Vera & Zuluaga (2006), which can be formulated as SDPs. We establish sufficient conditions that guarantee the polynomial-time computability (up to fixed precision) of these relaxations. These conditions…
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Taxonomy
TopicsAdvanced Optimization Algorithms Research · Optimization and Packing Problems · Scheduling and Optimization Algorithms
