Polynomial Optimization Relaxations for Generalized Semi-Infinite Programs

arXiv2303.14308MaRDI QIDQ6430799FDOQ6430799

Publication date: 24 March 2023

Abstract: This paper studies generalized semi-infinite programs (GSIPs) given by polynomials. We propose a hierarchy of polynomial optimization relaxations to solve them. They are based on Lagrange multiplier expressions and polynomial extensions. Moment-SOS relaxations are applied to solve the polynomial optimization. The convergence of this hierarchy is shown under certain conditions. In particular, the classical semi-infinite programs (SIPs) can be solved as a special case of GSIPs. We also study GSIPs that have convex infinity constraints and show that they can be solved exactly by a single polynomial optimization relaxation. The computational efficiency is demonstrated by extensive numerical results.

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