Global optimality principles for polynomial optimization over box or bivalent constraints by separable polynomial approximations |
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Authors: | V. Jeyakumar G. Li S. Srisatkunarajah |
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Affiliation: | 1. Department of Applied Mathematics, University of New South Wales, Sydney, 2052, Australia 2. Department of Mathematics and Statistics, University of Jaffna, Jaffna, Sri Lanka
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Abstract: | In this paper we present necessary conditions for global optimality for polynomial problems with box or bivalent constraints using separable polynomial relaxations. We achieve this by first deriving a numerically checkable characterization of global optimality for separable polynomial problems with box as well as bivalent constraints. Our necessary optimality conditions can be numerically checked by solving semi-definite programming problems. Then, by employing separable polynomial under-estimators, we establish sufficient conditions for global optimality for classes of polynomial optimization problems with box or bivalent constraints. We construct underestimators using the sum of squares convex (SOS-convex) polynomials of real algebraic geometry. An important feature of SOS-convexity that is generally not shared by the standard convexity is that whether a polynomial is SOS-convex or not can be checked by solving a semidefinite programming problem. We illustrate the versatility of our optimality conditions by simple numerical examples. |
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