Characterizing a Class of Robust Vector Polynomial Optimization via Sum of Squares Conditions

This paper deals with an SOS-convex (sum of squares convex) polynomial optimization problem with spectrahedral uncertain data in both the objective and constraints. By using a robust-type characteristic cone constraint qualification, we first obtain necessary and sufficient conditions for robust wea...

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Veröffentlicht in:Journal of optimization theory and applications 2023-05, Vol.197 (2), p.737-764
Hauptverfasser: Sun, Xiangkai, Tan, Wen, Teo, Kok Lay
Format: Artikel
Sprache:eng
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Zusammenfassung:This paper deals with an SOS-convex (sum of squares convex) polynomial optimization problem with spectrahedral uncertain data in both the objective and constraints. By using a robust-type characteristic cone constraint qualification, we first obtain necessary and sufficient conditions for robust weakly efficient solutions of this uncertain SOS-convex polynomial optimization problem in terms of sum of squares conditions and linear matrix inequalities. Then, we propose a relaxation dual problem for this uncertain SOS-convex polynomial optimization problem and explore weak and strong duality properties between them. Moreover, we give a numerical example to show that the relaxation dual problem can be reformulated as a semidefinite linear programming problem.
ISSN:0022-3239
1573-2878
DOI:10.1007/s10957-023-02184-6