Generalized SOS-convexity and strong duality with SDP dual programs in polynomial optimization

MaRDI QIDQ2789232zbMATH OpenFDO

Authors Jae Hyoung Lee, V. Jeyakumar, Gue Myung Lee

Publication date 26 February 2016

Published in Journal of Convex Analysis (Search for Journal in Brave)

Full work available at URL http://www.heldermann.de/JCA/JCA22/JCA224/jca22053.htm

zbMATH Keywords

\(\rho\)-SOS-convex polynomialsextended trust-region problemsnon-convex quadratic optimizationSOS-convex polynomialsstrong duality

Mathematics Subject Classification ID

Convexity of real functions in one variable, generalizations (26A51) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Convex programming (90C25)

Review text

The notion of \(\rho\)-SOS-convexity is introduced, in order to extend the numerically checkable concept of SOS-convexity of a real polynomial, motivated by the class of (not necessarily convex) quadratic functions. Various characterizations of the \(\rho\)-SOS-convexity are given in terms of SOS-convexity and they are employed for establishing strong duality results for classes of nonconvex polynomial optimization problems involving strong and SOS-convex polynomials, respectively. These classes of problems include some useful polynomial optimization problems, involving SOS-convex polynomials, minimax quadratic optimization problems with quadratic constraints, fractional programming problems and robust optimization problems. As byproducts, necessary and sufficient conditions for strong duality of some classes of minimax quadratic optimization problems and extended trust-region problems are provided, too, and the paper ends with some hints towards future research in this direction.

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Cited in

(9)

• SOS-convex semialgebraic programs and its applications to robust optimization: a tractable class of nonsmooth convex optimization
• A unifying approach to robust convex infinite optimization duality
• On minimizing difference of a SOS-convex polynomial and a support function over a SOS-concave matrix polynomial constraint
• Generalized Lagrangian duality for nonconvex polynomial programs with polynomial multipliers
• Dual semidefinite programs without duality gaps for a class of convex minimax programs
• On duality gap with polynomial multipliers for polynomial optimization problems
• Lossless convexification and duality
• Conic relaxations for conic minimax convex polynomial programs with extensions and applications
• A convex polynomial that is not sos-convex

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