Exact SDP relaxations for classes of nonlinear semidefinite programming problems

Exact SDP relaxations for classes of nonlinear semidefinite programming problems

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Article ID: iaor20127760
Volume: 40
Issue: 6
Start Page Number: 529
End Page Number: 536
Publication Date: Nov 2012
Journal: Operations Research Letters
Authors: ,
Keywords: programming: convex, programming: quadratic
Abstract:

This paper addresses the issue of which nonlinear semidefinite linear programming problems possess exact semidefinite linear programming (SDP) relaxations under a constraint qualification. We establish exact SDP relaxations for classes of nonlinear semidefinite programming problems with SOS‐convex polynomials. These classes include SOS‐convex semidefinite programming problems and fractional semidefinite programming problems with SOS‐convex polynomials. The class of SOS‐convex polynomials contains convex quadratic functions and separable convex polynomials. We also derive numerically checkable conditions, completely characterizing minimizers of these classes of problems.

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