On types of KKT points in polynomial optimization
Optimization and Control
2020-04-28 v1
Abstract
Let be a real polynomial function with variables and be a basic closed semialgebraic set in . In this paper, we are interested in the problem of identifying the type (local minimizer, maximizer or not extremum point) of a given isolated KKT point of over To this end, we investigate some properties of the tangency variety of on at by which we introduce the definition of faithful radius of over at Then, we show that the type of can be determined by the global extrema of over the intersection of and the Euclidean ball centered at with a faithful radius. Finally, we propose an algorithm involving algebraic computations to compute a faithful radius of and determine its type.
Keywords
Cite
@article{arxiv.2004.12315,
title = {On types of KKT points in polynomial optimization},
author = {Feng Guo and Do Sang Kim and Liguo Jiao and Tien-Son Pham},
journal= {arXiv preprint arXiv:2004.12315},
year = {2020}
}
Comments
29 pages