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Perturbed sums-of-squares theorem for polynomial optimization and its applications

    研究成果: ジャーナルへの寄稿学術誌査読

    抄録

    We consider a property of positive polynomials on a compact set with a small perturbation. When applied to a polynomial optimization problem (POP), the property implies that the optimal value of the corresponding SemiDefinite Programming (SDP) relaxation with sufficiently large relaxation order is bounded from below by (f∗-ε) and from above by f∗+ ε(n + 1), where f∗is the optimal value of the POP. We propose new SDP relaxations for POP based on modifications of existing sums-of-squares representation theorems. An advantage of our SDP relaxations is that in many cases they are of considerably smaller dimension than those originally proposed by Lasserre. We present some applications and the results of our computational experiments.

    本文言語英語
    ページ(範囲)134-156
    ページ数23
    ジャーナルOptimization Methods and Software
    31
    1
    DOI
    出版ステータス出版済み - 1月 2 2016

    !!!All Science Journal Classification (ASJC) codes

    • ソフトウェア
    • 制御と最適化
    • 応用数学

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