吉林大学学报(理学版) ›› 2023, Vol. 61 ›› Issue (3): 525-530.

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不确定平方和凸多项式优化的SDP松弛与鲁棒鞍点刻画

谭玟, 孙祥凯   

  1. 重庆工商大学 数学与统计学院, 重庆 400067
  • 收稿日期:2022-08-10 出版日期:2023-05-26 发布日期:2023-05-26
  • 通讯作者: 孙祥凯 E-mail:sxkcqu@163.com

Characterizations of SDP Relaxation and Robust Saddle Points for Uncertain Sum of Squares Convex Polynomial Optimization

TAN Wen, SUN Xiangkai   

  1. School of Mathematics and Statistics, Chongqing Technology and Business University, Chongqing 400067, China
  • Received:2022-08-10 Online:2023-05-26 Published:2023-05-26

摘要: 考虑一类带不确定参数的平方和凸多项式优化问题. 首先, 借助鲁棒优化方法给出该不确定平方和凸多项式优化问题的鲁棒对等优化模型; 然后, 借助一类鲁棒型特征锥约束规格, 建立该优化问题的精确半正定规划(SDP)松弛问题; 最后, 引入该不确定平方和凸多项式优化问题的Langrange函数, 并借助平方和条件给出该不确定平方和凸多项式优化问题的鲁棒鞍点定理.

关键词: 平方和凸多项式优化, 鞍点, 平方和条件, SDP松弛问题

Abstract: We considered a class of sum of squares convex polynomial optimization problems with uncertain parameters. Firstly, we proposed a robust counterpart optimization model for the uncertain sum of squares convex polynomial optimization problem with the help of robust optimization method. Secondly, by using a class of robust type characteristic cone constraint qualifications, we established exact SDP relaxation problem for this optimization problem. Finally, we introduced a Lagrangian function of this uncertain sum of squares convex polynomial optimization problem, and gave robust saddle point theorems of this uncertain sum of squares convex polynomial optimization problem with the help of sum of squares conditions.

Key words: sum of squares convex polynomial optimization, saddle point, sum of squares condition, SDP relaxation problem

中图分类号: 

  • O224