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arXiv · 2209.04885

Utopia point method based robust vector polynomial optimization scheme

Tianyi Han·Liguo Jiao·Jae Hyoung Lee·Junping Yin
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Abstract

In this paper, we focus on a class of robust vector polynomial optimization problems (RVPOP in short) without any convex assumptions. By combining/improving the utopia point method (a nonlinear scalarization) for vector optimization and "joint+marginal" relaxation method for polynomial optimization, we solve the RVPOP successfully. Both theoratical and computational aspects are considered.

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Tianyi Han, Liguo Jiao, Jae Hyoung Lee, Junping Yin. 2022-09-11. Utopia point method based robust vector polynomial optimization scheme. https://doi.org/10.1007/s10898-023-01321-9

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