An introduction to polynomial optimization
Polynomial optimization is a broad class of optimization problems whose objective functions and constraining functions are polynomials. The moment-SOS (sum of squares) hierarchy is the most powerful method to solve polynomial optimization globally. In this paper, we introduce moment-SOS methods for solving polynomial optimization. We also study their finite convergence theory, the certificate for global optimality, and how to extract minimizers. When the standard moment-SOS hierarchy does not have finite convergence, we introduce tight relaxations by using Lagrange multiplier expressions.
Authors
- Jiawang Nie (ORCID: https://orcid.org/0000-0003-2637-8274)
- Ya-xiang Yuan
- Lei Huang
Publication Details
- Journal
- Scientia Sinica Mathematica
- Published
- 2024-11-21
- DOI
- https://doi.org/10.1360/ssm-2024-0129
- Primary Topic
- Advanced Optimization Algorithms Research
- Type
- article
- Field-Weighted Citation Impact
- 0.00