Semidefinite relaxations for semi-infinite polynomial programming |
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Authors: | Li Wang Feng Guo |
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Affiliation: | 1. Department of Mathematics, University of California San Diego, 9500 Gilman Drive, La Jolla, CA, 92093, USA
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Abstract: | This paper studies how to solve semi-infinite polynomial programming (SIPP) problems by semidefinite relaxation methods. We first recall 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. |
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