Computing local minimizers in polynomial optimization under genericity conditions
Abstract
In this paper, we focus on computing local minimizers of a multivariate polynomial optimization problem under certain genericity conditions. By using a technique in computer algebra and the second-order optimality condition, we provide a univariate representation for the set of local minimizers. In particular, for the unconstrained problem, i.e. the constraint set is , the coordinates of all local minimizers can be represented by the values of univariate polynomials at real roots of a system including a univariate polynomial equation and a univariate polynomial matrix inequality. We also develop the technique for constrained problems having equality/inequality constraints. Based on the above technique, we design symbolic algorithms to enumerate the local minimizers and provide some experimental examples based on hybrid symbolic-numerical computations. For the case that the genericity conditions fail, at the end of the paper, we propose a perturbation technique to compute approximately a global minimizer provided that the constraint set is compact.
Cite
@article{arxiv.2311.00838,
title = {Computing local minimizers in polynomial optimization under genericity conditions},
author = {Vu Trung Hieu and Akiko Takeda},
journal= {arXiv preprint arXiv:2311.00838},
year = {2024}
}
Comments
21 pages; Submitted; The inequality constraints and positive dimension cases have been handled by using squared slack variables technique and perturbation technique