Optimization of Polynomial Functions

Abstract This paper develops a refinement of Lasserre's algorithm for optimizing a polynomial on a basic closed semialgebraic set via semidefinite programming and addresses an open question concerning the duality gap. It is shown that, under certain natural stability assumptions, the problem of optimization on a basic closed set reduces to the compact case.

[1]  N. Z. Shor,et al.  Modifiedr-algorithm to find the global minimum of polynomial functions , 1997 .

[2]  On the moment problem of closed semi-algebraic sets , 2002, math/0203207.

[3]  J. Lasserre,et al.  Optimisation globale et théorie des moments , 2000 .

[4]  Jean B. Lasserre,et al.  Global Optimization with Polynomials and the Problem of Moments , 2000, SIAM J. Optim..

[5]  N. Z. Shor Class of global minimum bounds of polynomial functions , 1987 .

[6]  P. Parrilo Structured semidefinite programs and semialgebraic geometry methods in robustness and optimization , 2000 .

[7]  Salma Kuhlmann,et al.  Positivity, sums of squares and the multi-dimensional moment problem , 2002 .

[8]  E. Haviland,et al.  On the Momentum Problem for Distribution Functions in More Than One Dimension. II , 1935 .

[9]  B LasserreJean Global Optimization with Polynomials and the Problem of Moments , 2000 .

[10]  T. Jacobi A representation theorem for certain partially ordered commutative rings , 2001 .

[11]  Murray Marshall,et al.  Approximating Positive Polynomials Using Sums of Squares , 2003, Canadian Mathematical Bulletin.

[12]  A. Prestel,et al.  Distinguished representations of strictly positive polynomials , 2001 .

[13]  Victoria Powers,et al.  The moment problem for non-compact semialgebraic sets , 2001 .

[14]  Henry Wolkowicz,et al.  Handbook of Semidefinite Programming , 2000 .

[15]  Christian Berg,et al.  A remark on the multidimensional moment problem , 1979 .

[16]  Pablo A. Parrilo,et al.  Minimizing Polynomial Functions , 2001, Algorithmic and Quantitative Aspects of Real Algebraic Geometry in Mathematics and Computer Science.