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

Title
Extension of Completely Positive Cone Relaxation to Moment Cone Relaxation for Polynomial Optimization
Authors
Arima, NaohikoKim, SunyoungKojima, Masakazu
Ewha Authors
김선영
SCOPUS Author ID
김선영scopus
Issue Date
2016
Journal Title
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
ISSN
0022-3239JCR Link1573-2878JCR Link
Citation
vol. 168, no. 3, pp. 884 - 900
Keywords
Moment cone relaxationPolynomial optimizationCopositive programmingCompletely positive programming
Publisher
SPRINGER/PLENUM PUBLISHERS
Indexed
SCI; SCIE; SCOPUS WOS scopus
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.
DOI
10.1007/s10957-015-0794-9
Appears in Collections:
자연과학대학 > 수학전공 > Journal papers
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