Extension of Completely Positive Cone Relaxation to Moment Cone Relaxation for Polynomial Optimization
- 주제(키워드) Completely positive programming , Copositive programming , Moment cone relaxation , Polynomial optimization
- 관리정보기술 faculty
- 등재 SCOPUS
- 발행기관 Springer New York LLC
- 발행년도 2015
- 총서유형 Journal
- URI http://www.dcollection.net/handler/ewha/000000119111
- 본문언어 영어
- Published As http://dx.doi.org/10.1007/s10957-015-0794-9
초록/요약
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. © 2015 Springer Science+Business Media New York
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