Extension of Completely Positive Cone Relaxation to Moment Cone Relaxation for Polynomial Optimization

Naohiko Arima (), Sunyoung Kim () and Masakazu Kojima ()
Additional contact information
Naohiko Arima: Tokyo Institute of Technology
Sunyoung Kim: Ewha W. University
Masakazu Kojima: Chuo University

Journal of Optimization Theory and Applications, 2016, vol. 168, issue 3, No 9, 884-900

Abstract: Abstract We propose the moment cone relaxation for a class of polynomial optimization problems to extend the results on the completely positive cone programming relaxation for the quadratic optimization model by Arima, Kim and Kojima. The moment cone relaxation is constructed to take advantage of sparsity of the polynomial optimization problems, so that efficient numerical methods can be developed in the future. We establish the equivalence between the optimal value of the polynomial optimization problem and that of the moment cone relaxation under conditions similar to the ones assumed in the quadratic optimization model.

Keywords: Moment cone relaxation; Polynomial optimization; Copositive programming; Completely positive programming; 90C20; 90C25; 90C26 (search for similar items in EconPapers)
Date: 2016
References: View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://link.springer.com/10.1007/s10957-015-0794-9 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:joptap:v:168:y:2016:i:3:d:10.1007_s10957-015-0794-9

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10957/PS2

DOI: 10.1007/s10957-015-0794-9

Access Statistics for this article

Journal of Optimization Theory and Applications is currently edited by Franco Giannessi and David G. Hull

More articles in Journal of Optimization Theory and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().