The hierarchy of local minimums in polynomial optimization (Q2349136)
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English | The hierarchy of local minimums in polynomial optimization |
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The hierarchy of local minimums in polynomial optimization (English)
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19 June 2015
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The author studies how to compute the hierarchy of critical values and local minimums of a polynomial, by using semidefinite relaxations. For this purpose, \(H\)-mimimizers (points satisfying the first- and second-order necessary optimality conditions) are computed. To compute each \(H\)-minimum, a sequence of semidefinite relaxations, based on optimality conditions is constructed. It is proved that each sequence has finite convergence to an \(H\)-minimum, under some generic conditions. A procedure for computing all \(H\)-minimums is presented. When there are equality constraints, similar results for computing the hierarchy of critical values and local minimums are obtained.
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critical point
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local minimum
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optimality condition
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polynomial optimization
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semidefinite relaxation
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sum of squares
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