English

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 inf{f(x):xK}\inf \{f(x):x\in K\} for which the quadratic module generated by the polynomials that define KK and the polynomial cfc-f (for some scalar cc) 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.

Keywords

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}
}
R2 v1 2026-06-22T00:00:55.067Z