Semidefinite relaxations for semi-infinite polynomial programming

Li Wang () and Feng Guo ()

Computational Optimization and Applications, 2014, vol. 58, issue 1, 133-159

Abstract: This paper studies how to solve semi-infinite polynomial programming (SIPP) problems by semidefinite relaxation methods. We first recall two SDP relaxation methods for solving polynomial optimization problems with finitely many constraints. Then we propose an exchange algorithm with SDP relaxations to solve SIPP problems with compact index set. At last, we extend the proposed method to SIPP problems with noncompact index set via homogenization. Numerical results show that the algorithm is efficient in practice. Copyright Springer Science+Business Media New York 2014

Keywords: Polynomial optimization; Semi-infinite programming; SDP relaxation; Sum of squares; Homogenization (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s10589-013-9612-1

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