Polynomial mathematical programs with equilibrium constraints and semidefinite programming relaxations

Authors Liguo Jiao, Jae Hyoung Lee, Tien Son Pham

Publication date 22 March 2019

Semidefinite programming (90C22) Nonconvex programming, global optimization (90C26) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Abstract: This paper focuses on the study of a mathematical program with equilibrium constraints, where the objective and the constraint functions are all polynomials. We present a method for finding its global minimizers and global minimum using a hierarchy of semidefinite programming (SDP) relaxations and prove the convergence result for the method. Numerical experiments are presented to show the efficiency of the proposed algorithm.

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