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On solving a class of fractional semi-infinite polynomial programming problems

Author

Listed:
  • Feng Guo

    (Dalian University of Technology)

  • Liguo Jiao

    (Northeast Normal University)

Abstract

In this paper, we study a class of fractional semi-infinite polynomial programming (FSIPP) problems, in which the objective is a fraction of a convex polynomial and a concave polynomial, and the constraints consist of infinitely many convex polynomial inequalities. To solve such a problem, we first reformulate it to a pair of primal and dual conic optimization problems, which reduce to semidefinite programming (SDP) problems if we can bring sum-of-squares structures into the conic constraints. To this end, we provide a characteristic cone constraint qualification for convex semi-infinite programming problems to guarantee strong duality and also the attainment of the solution in the dual problem, which is of its own interest. In this framework, we first present a hierarchy of SDP relaxations with asymptotic convergence for the FSIPP problem whose index set is defined by finitely many polynomial inequalities. Next, we study four cases of the FSIPP problems which can be reduced to either a single SDP problem or a finite sequence of SDP problems, where at least one minimizer can be extracted. Then, we apply this approach to the four corresponding multi-objective cases to find efficient solutions.

Suggested Citation

  • Feng Guo & Liguo Jiao, 2021. "On solving a class of fractional semi-infinite polynomial programming problems," Computational Optimization and Applications, Springer, vol. 80(2), pages 439-481, November.
    • Handle: RePEc:spr:coopap:v:80:y:2021:i:2:d:10.1007_s10589-021-00311-5
    DOI: 10.1007/s10589-021-00311-5
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    References listed on IDEAS

    as
    1. Feng Guo & Xiaoxia Sun, 2020. "On semi-infinite systems of convex polynomial inequalities and polynomial optimization problems," Computational Optimization and Applications, Springer, vol. 75(3), pages 669-699, April.
    2. Lopez, Marco & Still, Georg, 2007. "Semi-infinite programming," European Journal of Operational Research, Elsevier, vol. 180(2), pages 491-518, July.
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    4. Jae Hyoung Lee & Liguo Jiao, 2018. "Solving Fractional Multicriteria Optimization Problems with Sum of Squares Convex Polynomial Data," Journal of Optimization Theory and Applications, Springer, vol. 176(2), pages 428-455, February.
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    6. M. A. Goberna & M. A. López, 2017. "Recent contributions to linear semi-infinite optimization," 4OR, Springer, vol. 15(3), pages 221-264, September.
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