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arXiv 2108.04336math.OC
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多目标多项式优化

The Multi-Objective Polynomial Optimization

Jiawang Nie, Zi Yang

AI总结:

本文研究多项式多目标优化,通过凸几何刻画Pareto值的凸表示,并利用紧松弛和矩松弛求解线性标量化与Chebyshev标量化问题,同时给出Pareto点存在性、识别及无界性检测方法。

摘要:

多目标优化是在一个共同的可行集上优化多个目标函数。由于这些目标通常不具有共同的最优解,人们通常考虑(弱)Pareto点。本文研究由多项式函数给出的多目标优化问题。首先,我们研究(弱)Pareto值的凸几何,并给出它们的凸表示。线性标量化问题(LSPs)和Chebyshev标量化问题(CSPs)是获得(弱)Pareto点的典型方法。对于LSPs,我们展示如何使用紧松弛来求解它们,以及如何检测适当权重的存在性或不存在性。对于CSPs,我们展示如何通过矩松弛来求解它们。此外,我们展示如何检查给定点是否为(弱)Pareto点,以及如何检测(弱)Pareto点的存在性或不存在性。我们还研究如何检测多项式优化的无界性,这用于检测适当权重或(弱)Pareto点的不存在性。

英文摘要:

The multi-objective optimization is to optimize several objective functions over a common feasible set. Since the objectives usually do not share a common optimizer, people often consider (weakly) Pareto points. This paper studies multi-objective optimization problems that are given by polynomial functions. First, we study the convex geometry for (weakly) Pareto values and give a convex representation for them. Linear scalarization problems (LSPs) and Chebyshev scalarization problems (CSPs) are typical approaches for getting (weakly) Pareto points. For LSPs, we show how to use tight relaxations to solve them, how to detect existence or nonexistence of proper weights. For CSPs, we show how to solve them by moment relaxations. Moreover, we show how to check if a given point is a (weakly) Pareto point or not and how to detect existence or nonexistence of (weakly) Pareto points. We also study how to detect unboundedness of polynomial optimization, which is used to detect nonexistence of proper weights or (weakly) Pareto points.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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