rational functions

Global optimization of rational functions: a semidefinite programming approach

  • Etienne de Klerk
  • Dorina Jibetean
    • Categories Global Optimization Theory, Nonlinear Optimization, Semi-definite Programming Tags , , ,

    We consider the problem of global minimization of rational functions on $\LR^n$ (unconstrained case), and on an open, connected, semi-algebraic subset of $\LR^n$, or the (partial) closure of such a set (constrained case). We show that in the univariate case ($n=1$), these problems have exact reformulations as semidefinite programming (SDP) problems, by using reformulations introduced … Read more