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Generalized Semi-infinite Polynomial Optimization and Semidefinite Programming Relaxations
Liguo Jiao
,
Jae Hyoung Lee
,
Tiến-Sơn Phạm
Abstract
This paper focuses on the study of a generalized semi-infinite programming, where the objective and the constraint functions are all real polynomials. We present a method for finding its global minimizers and global minimum using a hierarchy of semidefinite programming relaxations and prove the convergence result for the method. Numerical experiments are presented to show the efficiency of the proposed algorithm.