Polynomial mathematical programs with equilibrium constraints and semidefinite programming relaxations
Optimization and Control
2019-03-25 v1
Abstract
This paper focuses on the study of a mathematical program with equilibrium constraints, where the objective and the constraint functions are all polynomials. We present a method for finding its global minimizers and global minimum using a hierarchy of semidefinite programming (SDP) relaxations and prove the convergence result for the method. Numerical experiments are presented to show the efficiency of the proposed algorithm.
Cite
@article{arxiv.1903.09534,
title = {Polynomial mathematical programs with equilibrium constraints and semidefinite programming relaxations},
author = {Liguo Jiao and Jae Hyoung Lee and Tien-Son Pham},
journal= {arXiv preprint arXiv:1903.09534},
year = {2019}
}
Comments
22 pages