237
Views
18
CrossRef citations to date
0
Altmetric
Articles

A new class of alternative theorems for SOS-convex inequalities and robust optimization

&
Pages 56-74 | Received 18 Jul 2013, Accepted 17 Oct 2013, Published online: 25 Nov 2013
 

Abstract

In this paper, we present a new class of alternative theorems for SOS-convex inequality systems without any qualifications. This class of theorems provides an alternative equations in terms of sums of squares to the solvability of the given inequality system. A strong separation theorem for convex sets, described by convex polynomial inequalities, plays a key role in establishing the class of alternative theorems. Consequently, we show that the optimal values of various classes of robust convex optimization problems are equal to the optimal values of related semidefinite programming problems (SDPs) and so, the value of the robust problem can be found by solving a single SDP. The class of problems includes programs with SOS-convex polynomials under data uncertainty in the objective function such as uncertain quadratically constrained quadratic programs. The SOS-convexity is a computationally tractable relaxation of convexity for a real polynomial. We also provide an application of our theorem of the alternative to a multi-objective convex optimization under data uncertainty.

Acknowledgments

The authors are grateful to the referee for his/her helpful comments and valuable suggestions which have contributed to the final preparation of the paper.

Notes

Dedicated to Boris Mordukhovich on the occasion of his 65th Birthday.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.