AM/GM-based optimization : geometry and generalizations

  • The problem of unconstrained or constrained optimization occurs in many branches of mathematics and various fields of application. It is, however, an NP-hard problem in general. In this thesis, we examine an approximation approach based on the class of SAGE exponentials, which are nonnegative exponential sums. We examine this SAGE-cone, its geometry, and generalizations. The thesis consists of three main parts: 1. In the first part, we focus purely on the cone of sums of globally nonnegative exponential sums with at most one negative term, the SAGE-cone. We ex- amine the duality theory, extreme rays of the cone, and provide two efficient optimization approaches over the SAGE-cone and its dual. 2. In the second part, we introduce and study the so-called S-cone, which pro- vides a uniform framework for SAGE exponentials and SONC polynomials. In particular, we focus on second-order representations of the S-cone and its dual using extremality results from the first part. 3. In the third and last part of this thesis, we turn towards examining the con- ditional SAGE-cone. We develop a notion of sublinear circuits leading to new duality results and a partial characterization of extremality. In the case of poly- hedral constraint sets, this examination is simplified and allows us to classify sublinear circuits and extremality for some cases completely. For constraint sets with certain conditions such as sets with symmetries, conic, or polyhedral sets, various optimization and representation results from the unconstrained setting can be applied to the constrained case.

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Metadaten
Author:Helen NaumannGND
URN:urn:nbn:de:hebis:30:3-645298
DOI:https://doi.org/10.21248/gups.64529
Place of publication:Frankfurt am Main
Referee:Thorsten TheobaldORCiDGND, Gennadij AverkovGND, Timo de WolffGND
Advisor:Thorsten Theobald
Document Type:Doctoral Thesis
Language:English
Date of Publication (online):2021/12/14
Year of first Publication:2021
Publishing Institution:Universitätsbibliothek Johann Christian Senckenberg
Granting Institution:Johann Wolfgang Goethe-Universität
Date of final exam:2021/11/12
Release Date:2021/12/14
Page Number:160
HeBIS-PPN:488839378
Institutes:Informatik und Mathematik / Mathematik
Dewey Decimal Classification:5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik
Sammlungen:Universitätspublikationen
Licence (German):License LogoDeutsches Urheberrecht