Semidefinite program duals for separable polynomial programs involving box constraints

DOI10.1007/S10957-020-01646-5MaRDI QIDQ1985290zbMATH OpenOpenAlexFDO

Authors Thai Doan Chuong

Publication date 7 April 2020

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-020-01646-5

zbMATH Keywords

box constraintdual problempolynomial programsemidefinite linear programSlater's condition

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Semidefinite programming (90C22) Polynomial optimization (90C23) Optimality conditions and duality in mathematical programming (90C46)

Review text

A dual problem to a separable polynomial optimization problem with box constraints is proposed, by means of sums of squares univariate polynomials, and it is shown that it can be reformulated as a semidefinite programming problem. A corresponding strong duality statement is provided under convexification and Slater-type qualification conditions. Illustrating examples are given, too.

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Cited in

(3)

• Conic linear programming duals for classes of quadratic semi-infinite programs with applications
• Real ideal and the duality of semidefinite programming for polynomial optimization
• Sums of Separable and Quadratic Polynomials

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