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Robust SOS-convex polynomial optimization problems: exact SDP relaxations

机译:稳健的SOS凸多项式优化问题:精确的SDP松弛

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摘要

This paper studies robust solutions and semidefinite linear programming (SDP) relaxations of a class of convex polynomial optimization problems in the face of data uncertainty. The class of convex optimization problems, called robust SOS-convex polynomial optimization problems, includes robust quadratically constrained convex optimization problems and robust separable convex polynomial optimization problems. It establishes sums-of-squares polynomial representations characterizing robust solutions and exact SDP-relaxations of robust SOS-convex polynomial optimization problems under various commonly used uncertainty sets. In particular, the results show that the polytopic and ellipsoidal uncertainty sets, that allow second-order cone re-formulations of robust quadratically constrained optimization problems, continue to permit exact SDP-relaxations for a broad class of robust SOS-convex polynomial optimization problems.
机译:针对数据不确定性,研究了一类凸多项式优化问题的鲁棒解和半定线性规划(SDP)松弛。凸优化问题的类别称为鲁棒SOS凸多项式优化问题,包括鲁棒二次约束凸优化问题和鲁棒可分离凸多项式优化问题。它建立了平方和多项式表示形式,描述了各种常用不确定性集下鲁棒SOS凸多项式优化问题的鲁棒解和精确SDP松弛。尤其是,结果表明,多边形和椭圆形不确定性集允许对鲁棒二次约束优化问题进行二阶圆锥重新表示,从而继续允许针对广泛类别的鲁棒SOS-凸多项式优化问题进行精确SDP松弛。

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