Minimizing the sum of many rational functions

Details Minimizing the sum of many rational functions Minimizing the sum of many rational functions

2011-02-24

arxiv.org/abs/1102.4954v1

Mathematics

Optimization and Control

Scientific paper

We consider the problem of globally minimizing the sum of many rational functions over a given compact semialgebraic set. The number of terms can be large (10 to 100), the degree of each term should be small (up to 10), and the number of variables can be large (10 to 100) provided some kind of sparsity is present. We describe a formulation of the rational optimization problem as a generalized moment problem and its hierarchy of convex semidefinite relaxations. Under some conditions we prove that the sequence of optimal values converges to the globally optimal value. We show how public-domain software can be used to model and solve such problems.

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