Global Optimization with Polynomials and the Problem of Moments-英文文献.pdfVIP

c SIAM J. OPTIM. 2001 Society for Industrial and Applied Mathematics Vol. 11, No. 3, pp. 796–817 GLOBAL OPTIMIZATION WITH POLYNOMIALS AND THE PROBLEM OF MOMENTS∗ JEAN B. LASSERRE† Abstract. We consider the problem of finding the unconstrained global minimum of a real- valued polynomial p (x) : Rn → R, as well as the global minimum of p (x), in a compact set K defined by polynomial inequalities. It is shown that this problem reduces to solving an (often finite) sequence of convex linear matrix inequality (LMI) problems. A notion of Karush–Kuhn–Tucker polynomials is introduced in a global optimality condition. Some illustrative examples are provided. Key words. global optimization, theory of moments and positive polynomials, semidefinite programming AMS subject classifications. 90C22, 90C25 PII. S1052623400366802 1. Introduction. Given a real-valued polynomial p (x) : Rn → R, we are inter- ested in solving the problem (1.1) P → p ∗ := min p (x), x∈Rn that is, finding the global minimum p ∗ of p (x) and, if possible, a global minimizer x∗ . We are also interested in solving (1.2) PK → p ∗ := min p (x), K x∈K where K is a (not necessarily convex) compact set defined by polynomial inequalities g (x) ≥ 0, i = 1, . . . , r, which includes many applications of interest and standard i problems like quadratic, linear, and 0-1 programming as particular cases. In the one-dimensional case, that is, when n = 1, Shor [17] first showe