Monotone operator theory in convex optimization |
| |
Authors: | Patrick L Combettes |
| |
Institution: | 1.Department of Applied Mathematics,Pukyong National University,Busan,Republic of Korea |
| |
Abstract: | In this paper, we establish tractable sum of squares characterizations of the containment of a convex set, defined by a SOS-concave matrix inequality, in a non-convex set, defined by difference of a SOS-convex polynomial and a support function, with Slater’s condition. Using our set containment characterization, we derive a zero duality gap result for a DC optimization problem with a SOS-convex polynomial and a support function, its sum of squares polynomial relaxation dual problem, the semidefinite representation of this dual problem, and the dual problem of the semidefinite programs. Also, we present the relations of their solutions. Finally, through a simple numerical example, we illustrate our results. Particularly, in this example we find the optimal solution of the original problem by calculating the optimal solution of its associated semidefinite problem. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|