Semidefinite relaxations for semi-infinite polynomial programming
Optimization and Control
2013-06-11 v1
Abstract
This paper studies how to solve semi-infinite polynomial programming (SIPP) problems by semidefinite relaxation method. We first introduce two SDP relaxation methods for solving polynomial optimization problems with finitely many constraints. Then we propose an exchange algorithm with SDP relaxations to solve SIPP problems with compact index set. At last, we extend the proposed method to SIPP problems with noncompact index set via homogenization. Numerical results show that the algorithm is efficient in practice.
Cite
@article{arxiv.1306.1875,
title = {Semidefinite relaxations for semi-infinite polynomial programming},
author = {Li Wang and Feng Guo},
journal= {arXiv preprint arXiv:1306.1875},
year = {2013}
}
Comments
23 pages, 4 figures