The Minimum-Rank Gram Matrix Completion via Modified Fixed Point Continuation Method

Details The Minimum-Rank Gram Matrix Completion via Modified Fixed Point Continuation Method The Minimum-Rank Gram Matrix Completion via Modified Fixed Point Continuation Method

2010-11-30

arxiv.org/abs/1011.6495v3

Mathematics

Optimization and Control

Scientific paper

The problem of computing a representation for a real polynomial as a sum of minimum number of squares of polynomials can be casted as finding a symmetric positive semidefinite real matrix (Gram matrix) of minimum rank subject to linear equality constraints. In this paper, we propose algorithms for solving the minimum-rank Gram matrix completion problem, and show the convergence of these algorithms. Our methods are based on the modified fixed point continuation (FPC) method. We also use the Barzilai-Borwein (BB) technique and a specific linear combination of two previous iterates to accelerate the convergence of modified FPC algorithms. We demonstrate the effectiveness of our algorithms for computing approximate and exact rational sum of squares (SOS) decompositions of polynomials with rational coefficients.

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