Semidefinite Program Duals for Separable Polynomial Programs Involving Box Constraints
Thai Doan Chuong ()
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Thai Doan Chuong: Ton Duc Thang University
Journal of Optimization Theory and Applications, 2020, vol. 185, issue 1, No 16, 289-299
Abstract:
Abstract We show that a separable polynomial program involving a box constraint enjoys a dual problem, that can be displayed in terms of sums of squares univariate polynomials. Under convexification and qualification conditions, we prove that a strong duality relation between the underlying separable polynomial problem and its corresponding dual holds, where the dual problem can be reformulated and solved as a semidefinite programming problem.
Keywords: Polynomial program; Semidefinite linear program; Dual problem; Slater’s condition; Box constraint; 49K99; 65K10; 90C29; 90C46 (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s10957-020-01646-5
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