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 |
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Hauptverfasser: | , , |
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. |
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ISSN: | 0022-3239 1573-2878 |
DOI: | 10.1007/s10957-023-02184-6 |