Tight relaxations for polynomial optimization and Lagrange multiplier expressions
This paper proposes tight semidefinite relaxations for polynomial optimization. The optimality conditions are investigated. We show that generally Lagrange multipliers can be expressed as polynomial functions in decision variables over the set of critical points. The polynomial expressions are deter...
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Veröffentlicht in: | Mathematical programming 2019-11, Vol.178 (1-2), p.1-37 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | This paper proposes tight semidefinite relaxations for polynomial optimization. The optimality conditions are investigated. We show that generally Lagrange multipliers can be expressed as polynomial functions in decision variables over the set of critical points. The polynomial expressions are determined by linear equations. Based on these expressions, new Lasserre type semidefinite relaxations are constructed for solving the polynomial optimization. We show that the hierarchy of new relaxations has finite convergence, or equivalently, the new relaxations are tight for a finite relaxation order. |
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ISSN: | 0025-5610 1436-4646 |
DOI: | 10.1007/s10107-018-1276-2 |