Local and global optimality conditions for multivariate polynomial
UC San Diego
This talk compares local and global optimality conditions for
multivariate polynomial optimization problems. First, we prove that the
constraint qualification, strict complementarity and second order sufficiency
conditions are all satisfied at each local minimizer, for generic cases.
Second, we prove that if such optimality conditions hold at each global
minimizer, then a global optimality certificate must be satisfied. Third, we
show that Lasserre's hierarchy almost always has finite convergence in solving
polynomial optimization under the archimedeanness.
Tuesday, April 8, 2014
11:00AM AP&M 2402
Center for Computational Mathematics9500 Gilman Dr. #0112La Jolla, CA 92093-0112Tel: (858)534-9813