Optimality conditions for minimizers at infinity in polynomial programming

DOI10.1287/MOOR.2018.0974MaRDI QIDQ5108246zbMATH OpenOpenAlexWikidataFDO

Authors Tien Son Pham

Publication date 30 April 2020

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1706.00234

zbMATH Keywords

existence of minimizerspolynomial programmingNewton polyhedronKarush-Kuhn-Tucker optimality conditionsFrank-Wolfe theoremMangasarian-Fromovitz constraint qualificationFritz John optimality conditionsFermat theorem

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Polynomials in number theory (11C08) Semialgebraic sets and related spaces (14P10) Real polynomials: analytic properties, etc. (26C05) Special polynomials in general fields (12E10)

Abstract: In this paper we study necessary optimality conditions for the optimization problem ${\displaystyle }$ extrm{infimum}f_0(x) quad extrm{ subject to } quad x in S,${\displaystyle }$ where $f_{0}colonmathbb{R}^{n}ightarrowmathbbR$ is a polynomial function and $Ssubsetmathbb{R}^n$ is a set defined by polynomial inequalities. Assume that the problem is bounded below and has the Mangasarian--Fromovitz property at infinity. We first show that if the problem does {em not} have an optimal solution, then a version at infinity of the Fritz-John optimality conditions holds. From this we derive a version at infinity of the Karush--Kuhn--Tucker optimality conditions. As applications, we obtain a Frank--Wolfe type theorem which states that the optimal solution set of the problem is nonempty provided the objective function $f_0$ is convenient. Finally, in the unconstrained case, we show that the optimal value of the problem is the smallest critical value of some polynomial. All the results are presented in terms of the Newton polyhedra of the polynomials defining the problem.

Recommendations

• A Frank-Wolfe type theorem for nondegenerate polynomial programs
• A Frank--Wolfe type theorem for convex polynomial programs
• Necessary global optimality conditions for nonlinear programming problems with polynomial constraints
• Representations of positive polynomials and optimization on noncompact semialgebraic sets
• Global optimization with polynomials and the problem of moments

Cites work

• scientific article; zbMATH DE number 1818892 (Why is no real title available?)
• scientific article; zbMATH DE number 3843508 (Why is no real title available?)
• scientific article; zbMATH DE number 193113 (Why is no real title available?)
• scientific article; zbMATH DE number 3580262 (Why is no real title available?)
• scientific article; zbMATH DE number 1201576 (Why is no real title available?)
• scientific article; zbMATH DE number 3052220 (Why is no real title available?)
• A Frank--Wolfe type theorem for convex polynomial programs
• A Frank-Wolfe type theorem for nondegenerate polynomial programs
• A generalization of the Frank—Wolfe theorem
• An introduction to polynomial and semi-algebraic optimization
• Coercive Polynomials and Their Newton Polytopes
• First order methods beyond convexity and Lipschitz gradient continuity with applications to quadratic inverse problems
• Genericity in polynomial optimization
• Global Hölderian error bound for nondegenerate polynomials
• Minimizing polynomials via sum of squares over the gradient ideal
• On \(\ell_ p\) programming
• On extensions of the Frank-Wolfe theorems
• On generalizations of the Frank-Wolfe theorem to convex and quasi-convex programmes
• On the bifurcation set of a polynomial function and Newton boundary
• Origin and evolution of the Palais-Smale condition in critical point theory
• Polyedres de Newton et nombres de Milnor
• Set intersection theorems and existence of optimal solutions
• The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
• Well-posedness in unconstrained polynomial optimization problems

Cited in

(7)

• scientific article; zbMATH DE number 7323312 (Why is no real title available?)
• Tangencies and polynomial optimization
• A Frank-Wolfe type theorem for nondegenerate polynomial programs
• Multi-objective convex polynomial optimization and semidefinite programming relaxations
• Necessary and sufficient conditions for an extremum in complex problems of optimization of systems described by polynomial and analytic functions
• Subdifferentials at infinity and applications in optimization
• Fermat's rule at infinity in non-degenerate semi-algebraic optimization

This page was built for publication: Optimality conditions for minimizers at infinity in polynomial programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5108246)