A general framework for convex relaxation of polynomial optimization problems over cones

Masakazu Kojima, Sunyoung Kim, Hayato Waki

研究成果: Contribution to journalArticle査読

23 被引用数 (Scopus)

抄録

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.

本文言語英語
ページ(範囲)125-144
ページ数20
ジャーナルJournal of the Operations Research Society of Japan
46
2
DOI
出版ステータス出版済み - 6 2003
外部発表はい

All Science Journal Classification (ASJC) codes

  • 決定科学(全般)
  • 経営科学およびオペレーションズ リサーチ

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