Alternating direction method of multipliers for polynomial optimization

Multivariate polynomial optimization is a prevalent model for a number of engineering problems. From a mathematical viewpoint, polynomial optimization is challenging because it is non-convex. The Lasserre’s theory, based on semidefinite relaxations, provides an effective tool to overcome this issue and to achieve the global optimum. However, this approach can be computationally complex for medium and large scale problems. For this motivation, in this work, we investigate a local minimization approach, based on the alternating direction method of multipliers, which is low-complex, straightforward to implement, and prone to decentralization. The core of the work is the development of the algorithm tailored to polynomial optimization, along with the proof of its convergence. Through a numerical example we show a practical implementation and test the effectiveness of the proposed algorithm with respect to state-of-the-art methodologies.