論文

査読有り
2020年8月

Multi-objective Optimization Problems with SOS-convex Polynomials over an LMI Constraint

TAIWANESE JOURNAL OF MATHEMATICS
  • Liguo Jiao
  • ,
  • Jae Hyoung Lee
  • ,
  • Yuto Ogata
  • ,
  • Tamaki Tanaka

24
4
開始ページ
1021
終了ページ
1043
記述言語
英語
掲載種別
研究論文(学術雑誌)
DOI
10.11650/tjm/191002
出版者・発行元
MATHEMATICAL SOC REP CHINA

In this paper, we aim to find efficient solutions of a multi-objective optimization problem over a linear matrix inequality (LMI in short), in which the objective functions are SOS-convex polynomials. We do this by using two scalarization approaches, that is, the 6-constraint method and the hybrid method. More precisely, we first transform the considered multi-objective optimization problem into their scalar forms by the 6-constraint method and the hybrid method, respectively. Then, strong duality results, between each formulated scalar problem and its associated semidefinite programming dual problem, are given, respectively. Moreover, for each proposed scalar problem, we show that its optimal solution can be found by solving an associated single semidefinite programming problem, under a suitable regularity condition. As a consequence, we prove that finding efficient solutions to the considered problem can be done by employing any of the two scalarization approaches. Besides, we illustrate our methods through some nontrivial numerical examples.

リンク情報
DOI
https://doi.org/10.11650/tjm/191002
Web of Science
https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=JSTA_CEL&SrcApp=J_Gate_JST&DestLinkType=FullRecord&KeyUT=WOS:000551855900011&DestApp=WOS_CPL
ID情報
  • DOI : 10.11650/tjm/191002
  • ISSN : 1027-5487
  • eISSN : 2224-6851
  • Web of Science ID : WOS:000551855900011

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