Merit function as a tool for vector polynomial optimization over an LMI constraint
摘要
In this paper, we study a class of vector polynomial optimization over a linear matrix inequality (LMI in short) constraint. We show that the weakly efficient solution set can be characterized as the zero level set of a type of merit function, which admits polynomial approximations from above with coefficients computed via semidefinite programming (SDP) problems. An example is given to illustrate our method.