Abstract
This paper aims to find efficient solutions to a multi-objective optimization problem (MP) with convex polynomial data. To this end, a hybrid method, which allows us to transform problem (MP) into a scalar convex polynomial optimization problem \(({\mathrm{P}}_{z})\) and does not destroy the properties of convexity, is considered. First, we show an existence result for efficient solutions to problem (MP) under some mild assumption. Then, for problem \((P_{z})\), we establish two kinds of representations of non-negativity of convex polynomials over convex semi-algebraic sets, and propose two kinds of finite convergence results of the Lasserre-type hierarchy of semidefinite programming relaxations for problem \(({\mathrm{P}}_{z})\) under suitable assumptions. Finally, we show that finding efficient solutions to problem (MP) can be achieved successfully by solving hierarchies of semidefinite programming relaxations and checking a flat truncation condition.
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Acknowledgements
The authors would like to express their sincere thanks to Prof. Tien-Son Pham of University of Dalat for his valuable suggestions and warm helps. They also would like to appreciate the anonymous referees for their very helpful and valuable suggestions and comments for the paper.
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Jae Hyoung Lee was supported by the National Research Foundation of Korea (NRF) Grant funded by the Korea government (MSIP) (NRF-2018R1C1B6001842). Nithirat Sisarat was partially supported by a grant from the Thailand Research Fund through the Royal Golden Jubilee Ph.D. Program grant number PHD/0026/2555. Liguo Jiao was supported by Jiangsu Planned Projects for Postdoctoral Research Funds 2019 (no. 2019K151).
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Lee, J.H., Sisarat, N. & Jiao, L. Multi-objective convex polynomial optimization and semidefinite programming relaxations. J Glob Optim 80, 117–138 (2021). https://doi.org/10.1007/s10898-020-00969-x
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DOI: https://doi.org/10.1007/s10898-020-00969-x
Keywords
- Multi-objective optimization
- hybrid method
- convex polynomial optimization
- semidefinite programming
- sum-of-squares of polynomials
- flat truncation condition