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Extension of Completely Positive Cone Relaxation to Moment Cone Relaxation for Polynomial Optimization

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Abstract

We propose the moment cone relaxation for a class of polynomial optimization problems to extend the results on the completely positive cone programming relaxation for the quadratic optimization model by Arima, Kim and Kojima. The moment cone relaxation is constructed to take advantage of sparsity of the polynomial optimization problems, so that efficient numerical methods can be developed in the future. We establish the equivalence between the optimal value of the polynomial optimization problem and that of the moment cone relaxation under conditions similar to the ones assumed in the quadratic optimization model.

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Acknowledgments

The research of Sunyoung Kim was supported by NRF 2012-R1A1A2-038982 and NRF 2014-R1A2A1A11049618.

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Arima, N., Kim, S. & Kojima, M. Extension of Completely Positive Cone Relaxation to Moment Cone Relaxation for Polynomial Optimization. J Optim Theory Appl 168, 884–900 (2016). https://doi.org/10.1007/s10957-015-0794-9

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  • DOI: https://doi.org/10.1007/s10957-015-0794-9

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