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 minimizersFermat theoremFrank-Wolfe theoremFritz John optimality conditionsKarush-Kuhn-Tucker optimality conditionsMangasarian-Fromovitz constraint qualificationNewton polyhedronpolynomial programming

Mathematics Subject Classification ID

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

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.

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Cited in

(7)

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