An SDP method for fractional semi-infinite programming problems with SOS-convex polynomials
نویسندگان
چکیده
In this paper, we study a class of fractional semi-infinite polynomial programming problems involving sos-convex functions. For such problem, by conic reformulation proposed in our previous work and the quadratic modules associated with index set, hierarchy semidefinite (SDP) relaxations can be constructed convergent upper bounds optimum obtained. introducing Lasserre’s measure-based representation nonnegative polynomials on set to reformulation, present new SDP relaxation method for considered problem. This enables us compute lower extract approximate minimizers. Moreover, defined infinitely many inequalities, obtain procedure construct sequence outer approximations which have representations (SDr). The convergence rate SDr are also discussed.
منابع مشابه
Convex Generalized Semi-Infinite Programming Problems with Constraint Sets: Necessary Conditions
We consider generalized semi-infinite programming problems in which the index set of the inequality constraints depends on the decision vector and all emerging functions are assumed to be convex. Considering a lower level constraint qualification, we derive a formula for estimating the subdifferential of the value function. Finally, we establish the Fritz-John necessary optimality con...
متن کاملA New Exchange Method for Convex Semi-Infinite Programming
In this paper we propose a new exchange method for solving convex semi-infinite programming (CSIP) problems. We introduce a new dropping-rule in the proposed exchange algorithm, which only keeps those active constraints with positive Lagrange multipliers. Moreover, we exploit the idea of looking for η-infeasible indices of the lower level problem as the adding-rule in our algorithm. Hence the a...
متن کاملAn iterative method for tri-level quadratic fractional programming problems using fuzzy goal programming approach
Tri-level optimization problems are optimization problems with three nested hierarchical structures, where in most cases conflicting objectives are set at each level of hierarchy. Such problems are common in management, engineering designs and in decision making situations in general, and are known to be strongly NP-hard. Existing solution methods lack universality in solving these types of pro...
متن کاملAn Unconstrained Convex Programming Approach to Linear Semi-Infinite Programming
In this paper, an unconstrained convex programming dual approach for solving a class of linear semi-infinite programming problems is proposed. Both primal and dual convergence results are established under some basic assumptions. Numerical examples are also included to illustrate this approach.
متن کاملA numerical approach for optimal control model of the convex semi-infinite programming
In this paper, convex semi-infinite programming is converted to an optimal control model of neural networks and the optimal control model is solved by iterative dynamic programming method. In final, numerical examples are provided for illustration of the purposed method.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Optimization Letters
سال: 2023
ISSN: ['1862-4480', '1862-4472']
DOI: https://doi.org/10.1007/s11590-023-01974-1