<p>In this paper, we focus on computing local minimizers of a multivariate polynomial optimization problem under certain genericity conditions. Using a technique from computer algebra and the second-order optimality condition, we provide a univariate representation for the set of local minimizers. In particular, for the unconstrained problem, i.e., the constraint set is <InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10898_2025_1500_Article_IEq1.gif" Format="GIF" Height="15" Rendition="HTML" Resolution="72" Type="Linedraw" Width="23" /> </InlineMediaObject> <EquationSource Format="TEX">\({{\,\mathrm{\mathbb {R}}\,}}^n\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mrow> <mrow> <mspace width="0.166667em" /> <mi mathvariant="double-struck">R</mi> <mspace width="0.166667em" /> </mrow> </mrow> <mi>n</mi> </msup> </math></EquationSource> </InlineEquation>, the coordinates of all local minimizers can be represented by the values of <i>n</i> univariate polynomials at the real solutions of a univariate system containing a polynomial equation and a polynomial matrix inequality. We also develop the technique for problems with equality/inequality constraints. Based on the above technique, we design algorithms to enumerate the local minimizers and provide some experimental examples based on hybrid symbolic-numerical computations. For the case that the genericity conditions fail, at the end of the paper we propose a perturbation technique to compute approximately a global minimizer, provided that the constraint set is compact.</p>

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

Computing local minimizers in polynomial optimization under genericity conditions

  • Vu Trung Hieu,
  • Akiko Takeda

摘要

In this paper, we focus on computing local minimizers of a multivariate polynomial optimization problem under certain genericity conditions. Using a technique from computer algebra and the second-order optimality condition, we provide a univariate representation for the set of local minimizers. In particular, for the unconstrained problem, i.e., the constraint set is \({{\,\mathrm{\mathbb {R}}\,}}^n\) R n , the coordinates of all local minimizers can be represented by the values of n univariate polynomials at the real solutions of a univariate system containing a polynomial equation and a polynomial matrix inequality. We also develop the technique for problems with equality/inequality constraints. Based on the above technique, we design algorithms to enumerate the local minimizers and provide some experimental examples based on hybrid symbolic-numerical computations. For the case that the genericity conditions fail, at the end of the paper we propose a perturbation technique to compute approximately a global minimizer, provided that the constraint set is compact.