The class of POPs (Polynomial Optimization Problems) over cones covers a wide range of optimization problems such as 0-1 integer linear and quadratic programs, nonconvex quadratic programs and bilinear matrix inequalities. This paper presents a new framework for convex relaxation of POPs over cones in terms of linear optimization problems over cones. It provides a unified treatment of many existing convex relaxation methods based on the lift-and-project linear programming procedure, the reformulation-linearization technique and the semidefinite programming relaxation for a variety of problems. It also extends the theory of convex relaxation methods, and thereby brings flexibility and richness in practical use of the theory.
|Number of pages||20|
|Journal||Journal of the Operations Research Society of Japan|
|Publication status||Published - Jun 2003|
All Science Journal Classification (ASJC) codes
- Decision Sciences(all)
- Management Science and Operations Research