Lagrangian-Conic Relaxations, Part II: Applications to Polynomial Optimization Problems

We present the moment cone (MC) relaxation and a hierarchy of sparse Lagrangian-SDP relaxations of polynomial optimization problems (POPs) using the unified framework established in Part I. The MC relaxation is derived for a POP of minimizing a polynomial subject to a nonconvex cone constraint and polynomial equality constraints. It is an extension of the … Read more

Lagrangian-Conic Relaxations, Part I: A Unified Framework and Its Applications to Quadratic Optimization Problems

In Part I of a series of study on Lagrangian-conic relaxations, we introduce a unified framework for conic and Lagrangian-conic relaxations of quadratic optimization problems (QOPs) and polynomial optimization problems (POPs). The framework is constructed with a linear conic optimization problem (COP) in a finite dimensional vector space endowed with an inner product, where the … Read more

Enclosing Ellipsoids and Elliptic Cylinders of Semialgebraic Sets and Their Application to Error Bounds in Polynomial Optimization

This paper is concerned with a class of ellipsoidal sets (ellipsoids and elliptic cylinders) in the m-dimensional Euclidean space which are determined by a freely chosen positive semidefinite matrix. All ellipsoidal sets in this class are similar to each other through a parallel transformation and a scaling around their centers by a constant factor. Based … Read more