Abstract
The class of POPs (Polynomial Optimization Problems) over cones covers a wide range of optimization problems such as 0-1 integer linear and quadratic programs, nonconvex quadratic programs and bilinear matrix inequalities. This paper presents a new framework for convex relaxation of POPs over cones in terms of linear optimization problems over cones. It provides a unified treatment of many existing convex relaxation methods based on the lift-and-project linear programming procedure, the reformulation-linearization technique and the semidefinite programming relaxation for a variety of problems. It also extends the theory of convex relaxation methods, and thereby brings flexibility and richness in practical use of the theory.
| Original language | English |
|---|---|
| Pages (from-to) | 125-144 |
| Number of pages | 20 |
| Journal | Journal of the Operations Research Society of Japan |
| Volume | 46 |
| Issue number | 2 |
| DOIs | |
| State | Published - Jun 2003 |
Keywords
- Convex relaxation
- Noncovex program
- Optimization
- Quadratic program
- Second order cone program
- Semidefinite program