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Algebraic optimization degree

Published: 29 September 2020 Publication History

Abstract

The Macaulay2 [5] package AlgebraicOptimization implements methods for determining the algebraic degree of an optimization problem. We describe the structure of an algebraic optimization problem and explain how the methods in this package may be used to determine the respective degrees. Special features include determining Euclidean distance degrees and maximum likelihood degrees. To our knowledge, this is the first comprehensive software package combining different methods in algebraic optimization. The package is available at https://github.com/Macaulay2/Workshop-2020-Cleveland/tree/ISSAC-AlgOpt/alg-stat/AlgebraicOptimization.

References

[1]
C. Améndola, N. Bliss, I. Burke, C. R. Gibbons, M. Helmer, S. Hosten, E. D. Nash, J. I. Rodriguez, and D. Smolkin. The maximum likelihood degree of toric varieties. J. Symbolic Comput., 92:222--242, 2019.
[2]
F. Catanese, S. Hoşten, A. Khetan, and B. Sturmfels. The maximum likelihood degree. Amer. J. Math., 128(3):671--697, 2006.
[3]
J. Draisma, E. Horobeţ, G. Ottaviani, B. Sturmfels, and R. R. Thomas. The Euclidean distance degree of an algebraic variety. Found. Comput. Math., 16(1):99--149, 2016.
[4]
H.-C. Graf von Bothmer and K. Ranestad. A general formula for the algebraic degree in semidefinite programming. Bull. Lond. Math. Soc., 41(2):193--197, 2009.
[5]
D. R. Grayson and M. E. Stillman. Macaulay2, a software system for research in algebraic geometry. Available at http://www.math.uiuc.edu/Macaulay2/.
[6]
S. Hoşten, A. Khetan, and B. Sturmfels. Solving the likelihood equations. Found. Comput. Math., 5(4):389--407, 2005.
[7]
P. Rostalski and B. Sturmfels. Dualities. In Semidefinite optimization and convex algebraic geometry, volume 13 of MOS-SIAM Ser. Optim., pages 203--249. SIAM, Philadelphia, PA, 2013.

Cited By

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  • (2021)Nonlinear Algebra and ApplicationsNumerical Algebra, Control & Optimization10.3934/naco.2021045(0)Online publication date: 2021

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Published In

cover image ACM Communications in Computer Algebra
ACM Communications in Computer Algebra  Volume 54, Issue 2
June 2020
47 pages
ISSN:1932-2232
EISSN:1932-2240
DOI:10.1145/3427218
Issue’s Table of Contents
Permission to make digital or hard copies of part or all of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for third-party components of this work must be honored. For all other uses, contact the Owner/Author.

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Association for Computing Machinery

New York, NY, United States

Publication History

Published: 29 September 2020
Published in SIGSAM-CCA Volume 54, Issue 2

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  • (2021)Nonlinear Algebra and ApplicationsNumerical Algebra, Control & Optimization10.3934/naco.2021045(0)Online publication date: 2021

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