This page gives some brief [historical] background on the mathematics implemented by sageopt. Later on, we might add some more technical mathematical background here as well.

SAGE certificates were originally developed for signomials (Chandrasekaran and Shah, 2016).

Subsequent work by Murray, Chandrasekaran, and Wierman (MCW2018) described how these methods could be adapted to polynomial optimization, and they referred to their proof system as “SAGE polynomials”. These ideas are especially well-suited to sparse polynomials or polynomials of high degree. The bounds returned are always at least as strong as those computed by SDSOS, and can be stronger. The expressive power of SAGE polyomials is equivalent to that of “SONC polynomials,” however there is no known method to efficiently optimize over the set of SONC polynomials without using the SAGE proof system. For example, the 2018 algorithm for computing SONC certificates is efficient, but is also known to have simple cases where it fails to find SONC certificates that do in fact exist.

The appendix of MCW2018 describes a python package called “sigpy”, which implements SAGE relaxations for both signomial and polynomial optimization problems. Sageopt supercedes sigpy by implementing a significant generalization of the original SAGE certificates for both signomials and polynomials. The formal name for these generalizations are conditional SAGE signomials and conditional SAGE polynomials. This concept is introduced in a 2019 paper by Murray, Chandrasekaran, and Wierman, titled Signomial and Polynomial Optimization via Relative Entropy and Partial Dualization. Because the generalization follows so transparently from the original idea of SAGE certificates, we say simply say “SAGE certificates” in reference to the most general idea.