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Multi-objective convex polynomial optimization and semidefinite programming relaxations
Journal of Global Optimization ( IF 1.3 ) Pub Date : 2021-01-04 , DOI: 10.1007/s10898-020-00969-x
Jae Hyoung Lee , Nithirat Sisarat , Liguo Jiao

This paper aims to find efficient solutions to a multi-objective optimization problem (MP) with convex polynomial data. To this end, a hybrid method, which allows us to transform problem (MP) into a scalar convex polynomial optimization problem \(({\mathrm{P}}_{z})\) and does not destroy the properties of convexity, is considered. First, we show an existence result for efficient solutions to problem (MP) under some mild assumption. Then, for problem \((P_{z})\), we establish two kinds of representations of non-negativity of convex polynomials over convex semi-algebraic sets, and propose two kinds of finite convergence results of the Lasserre-type hierarchy of semidefinite programming relaxations for problem \(({\mathrm{P}}_{z})\) under suitable assumptions. Finally, we show that finding efficient solutions to problem (MP) can be achieved successfully by solving hierarchies of semidefinite programming relaxations and checking a flat truncation condition.



中文翻译:

多目标凸多项式优化和半定规划松弛

本文旨在寻找具有凸多项式数据的多目标优化问题(MP)的有效解决方案。为此,采用了一种混合方法,该方法允许我们将问题(MP)转换为标量凸多项式优化问题 \(({{mathrm {P}} _ {z})\),而不会破坏凸性,被认为。首先,我们给出了一个温和假设下有效解决问题(MP)问题的存在结果。然后,针对问题 \((P_ {z})\),我们建立了凸半代数集上凸多项式的非负性的两种表示,并提出了Lasserre型层次结构的两种有限收敛结果。问题\(({{mathrm {P}} _ {z})\)的半定编程松弛 在适当的假设下。最后,我们表明,通过解决半定程序松弛的层次结构并检查平坦的截断条件,可以成功地找到有效的问题解决方案(MP)。

更新日期:2021-01-04
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