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Computing local minimizers in polynomial optimization under genericity conditions

Published 1 Nov 2023 in math.OC | (2311.00838v3)

Abstract: In this paper, we focus on computing local minimizers of a multivariate polynomial optimization problem under certain genericity conditions. By using a technique in computer algebra and the second-order optimality condition, we provide a univariate representation for the set of local minimizers. In particular, for the unconstrained problem, i.e. the constraint set is $\Rn$, the coordinates of all local minimizers can be represented by the values of $n$ univariate polynomials at real roots of a system including a univariate polynomial equation and a univariate polynomial matrix inequality. We also develop the technique for constrained problems having equality/inequality constraints. Based on the above technique, we design symbolic algorithms to enumerate the local minimizers and provide some experimental examples based on hybrid symbolic-numerical computations. For the case that the genericity conditions fail, at the end of the paper, we propose a perturbation technique to compute approximately a global minimizer provided that the constraint set is compact.

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