Global optimization with polynomials and the problem of moments

被引:1630
作者
Lasserre, JB [1 ]
机构
[1] CNRS, LAAS, F-31077 Toulouse 4, France
关键词
global optimization; theory of moments and positive polynomials; semidefinite programming;
D O I
10.1137/S1052623400366802
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We consider the problem of finding the unconstrained global minimum of a real-valued polynomial p(x) : R-n-->R, as well as the global minimum of p (x), in a compact set K defined by polynomial inequalities. It is shown that this problem reduces to solving an (often finite) sequence of convex linear matrix inequality( LMI) problems. A notion of Karush-Kuhn-Tucker polynomials is introduced in a global optimality condition. Some illustrative examples are provided.
引用
收藏
页码:796 / 817
页数:22
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