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arXiv · 1903.09534

Polynomial mathematical programs with equilibrium constraints and semidefinite programming relaxations

Liguo Jiao·Jae Hyoung Lee·Tien-Son Pham
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Abstract

This paper focuses on the study of a mathematical program with equilibrium constraints, where the objective and the constraint functions are all polynomials. We present a method for finding its global minimizers and global minimum using a hierarchy of semidefinite programming (SDP) relaxations and prove the convergence result for the method. Numerical experiments are presented to show the efficiency of the proposed algorithm.

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Liguo Jiao, Jae Hyoung Lee, Tien-Son Pham. 2019-03-22. Polynomial mathematical programs with equilibrium constraints and semidefinite programming relaxations. https://arxiv.org/abs/1903.09534

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