科研进展
三次-四次正则化问题的紧 SDP 松弛(刘歆与合作者)
发布时间:2026-10-28 |来源:

This paper studies how to compute global minimizers of the cubic-quartic regularization (CQR) problem where f0 is a constant, g is an n-dimensional vector, H is an n-by-n symmetric matrix, and ||s|| denotes the Euclidean norm of s. The parameter σ is nonnegative while β can have any sign. The CQR problem arises as a critical subproblem for getting efficient regularization methods for solving unconstrained nonlinear optimization. Its properties are recently well studied by Cartis and Zhu [cubic-quartic regularization models for solving polynomial subproblems in third-order tensor methods, Math. Program, 2025]. We propose a structured semidefinite programming (SDP) relaxation method for solving the CQR problem globally. The SDP relaxation has only three symmetric positive semidefinite matrix variables of sizes (n+1)-by-(n+1), 3-by-3 and 2-by-2 respectively. We show that our SDP relaxation is tight if and only if ||s||(β+3σ||s||)>=0 holds for a global minimizer s. When s≠0, this aligns with the sufficient global optimality condition β+3σ||s*||>=0 given by Cartis and Zhu. In particular, if either β>=0 or H has a nonpositive eigenvalue, then the SDP relaxation is shown to be tight. Second, we show that all nonzero global minimizers have the same Euclidean norm for the tight case. Third, we give an algorithm to detect tightness and to obtain the set of all global minimizers. Numerical experiments demonstrate that our SDP relaxation method is both effective and computationally efficient. This paper gives a polynomial time algorithm for solving the CQR problem globally, under the sufficient global optimality condition.


Publication:

MATHEMATICAL PROGRAMMING

http://dx.doi.org/10.1007/s10107-026-02413-6


Author: 

Jiawang Nie

School of Mathematics and Computational Science, Xiangtan University, Xiangtan, Hunan

411105, China

njw@math.ucsd.edu


Jinling Zhou

Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190,

China

School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing 100049,

China

jinlingzhou@smail.xtu.edu.cn


Xin Liu

Department of Mathematics, University of California San Diego, 9500 Gilman Drive, La Jolla,

CA 92093, USA

liuxin@lsec.cc.ac.cn


Xindong Tang

Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Kowloon, Hong Kong

xdtang@hkbu.edu.hk



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