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A utopia point method-based robust vector polynomial optimization scheme

Author

Listed:
  • Tianyi Han

    (Shanghai Jiao Tong University)

  • Liguo Jiao

    (Northeast Normal University
    Institute of Applied Physics and Computational Mathematics)

  • Jae Hyoung Lee

    (Pukyong National University)

  • Junping Yin

    (Institute of Applied Physics and Computational Mathematics
    Shanghai Zhangjiang Institute of Mathematics)

Abstract

In this paper, we focus on a class of robust vector polynomial optimization problems (RVPOP in short) without any convex assumptions. By combining/improving the utopia point method (a nonlinear scalarization) for vector optimization and “joint+marginal" relaxation method for polynomial optimization, we solve the RVPOP successfully. Both theoratical and computational aspects are considered.

Suggested Citation

  • Tianyi Han & Liguo Jiao & Jae Hyoung Lee & Junping Yin, 2024. "A utopia point method-based robust vector polynomial optimization scheme," Journal of Global Optimization, Springer, vol. 88(2), pages 461-483, February.
    • Handle: RePEc:spr:jglopt:v:88:y:2024:i:2:d:10.1007_s10898-023-01321-9
    DOI: 10.1007/s10898-023-01321-9
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