On Polynomial Optimization over Non-compact Semi-algebraic Sets
Optimization and Control
2013-07-05 v2
Abstract
We consider the class of polynomial optimization problems for which the quadratic module generated by the polynomials that define and the polynomial (for some scalar ) is Archimedean. For such problems, the optimal value can be approximated as closely as desired by solving a hierarchy of semidefinite programs and the convergence is finite generically. Moreover, the Archimedean condition (as well as a sufficient coercivity condition) can also be checked numerically by solving a similar hierarchy of semidefinite programs. In other words, under reasonable assumptions the now standard hierarchy of SDP-relaxations extends to the non-compact case via a suitable modification.
Cite
@article{arxiv.1304.4552,
title = {On Polynomial Optimization over Non-compact Semi-algebraic Sets},
author = {Vaithilingam Jeyakumar and Jean-Bernard Lasserre and G. Li},
journal= {arXiv preprint arXiv:1304.4552},
year = {2013}
}