<p>In this paper, we analyze conic minimax convex polynomial optimization problems. Under a suitable regularity condition, an exact conic programming relaxation is established based on a positivity characterization of a max function over a conic convex system. Further, we consider a general conic minimax <InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10898_2025_1465_Article_IEq1.gif" Format="GIF" Height="12" Rendition="HTML" Resolution="72" Type="Linedraw" Width="13" /> </InlineMediaObject> <EquationSource Format="TEX">\(\rho \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>ρ</mi> </math></EquationSource> </InlineEquation>-convex polynomial optimization problem, which is defined by appropriately extending the notion of conic convexity of a vector-valued mapping. For this problem, it is shown that a Karush-Kuhn-Tucker condition at a global minimizer is necessary and sufficient for ensuring an exact relaxation with attainment of the conic programming relaxation. The exact conic programming relaxations are applied to SOS-convex polynomial programs, where appropriate choices of the data allow the associated conic programming relaxation to be reformulated as a semidefinite programming problem. In this way, we can further elaborate the obtained results for other special settings including conic robust SOS-convex polynomial problems and difference of SOS-convex polynomial programs.</p>

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Conic relaxations for conic minimax convex polynomial programs with extensions and applications

  • Thai Doan Chuong,
  • José Vicente-Pérez

摘要

In this paper, we analyze conic minimax convex polynomial optimization problems. Under a suitable regularity condition, an exact conic programming relaxation is established based on a positivity characterization of a max function over a conic convex system. Further, we consider a general conic minimax \(\rho \) ρ -convex polynomial optimization problem, which is defined by appropriately extending the notion of conic convexity of a vector-valued mapping. For this problem, it is shown that a Karush-Kuhn-Tucker condition at a global minimizer is necessary and sufficient for ensuring an exact relaxation with attainment of the conic programming relaxation. The exact conic programming relaxations are applied to SOS-convex polynomial programs, where appropriate choices of the data allow the associated conic programming relaxation to be reformulated as a semidefinite programming problem. In this way, we can further elaborate the obtained results for other special settings including conic robust SOS-convex polynomial problems and difference of SOS-convex polynomial programs.