BBCPOP

A Sparse Doubly Nonnegative Relaxation of Polynomial Optimization Problems with Binary, Box and Complementarity Constraints

N. Ito, S. Kim, M. Kojima, A. Takeda, and K.C. Toh

March 2018

The software package BBCPOP is a MATLAB implementation of a hierarchy of sparse doubly nonnegative (DNN) relaxations of a class of polynomial optimization (minimization) problems (POPs) with binary, box and complementarity (BBC) constraints. Given a POP in the class and a relaxation order, BBCPOP constructs a simple conic optimization problem (COP), which serves as a DNN relaxation of the POP, and then solves the COP by applying the bisection and projection (BP) method. The COP is expressed with a linear objective function and constraints described as a single hyperplane and two cones, which are the Cartesian product of positive semidefinite cones and a polyhedral cone induced from the BBC constraints. BBCPOP aims to compute a tight lower bound for the optimal value of a large-scale POP in the class that is beyond the comfort zone of existing software packages.

Paper: N. Ito, S. Kim, M. Kojima, A. Takeda and K.C. Toh, "BBCPOP: A Sparse Doubly Nonnegative Relaxation of Polynomial Optimization Problems with Binary, Box and Complementarity Constraints," arXiv:1804.00761, to appear in ACM Transaction on Mathematical Software.