Journal of the Operations Research Society of Japan
Online ISSN : 2188-8299
Print ISSN : 0453-4514
ISSN-L : 0453-4514
LIMIT OPERATION IN PROJECTIVE SPACE FOR CONSTRUCTING NECESSARY OPTIMALITY CONDITION OF POLYNOMIAL OPTIMIZATION PROBLEM
Tomoyuki IoriToshiyuki Ohtsuka
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2020 Volume 63 Issue 4 Pages 114-133

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Abstract

This paper proposes a necessary optimality condition derived by a limit operation in projective space for optimization problems of polynomial functions with constraints given as polynomial equations. The proposed condition is more general than the Karush-Kuhn-Tucker (KKT) conditions in the sense that no constraint qualification is required, which means the condition can be viewed as a necessary optimality condition for every minimizer. First, a sequential optimality condition for every minimizer is introduced on the basis of the quadratic penalty function method. To perform a limit operation in the sequential optimality condition, we next introduce the concept of projective space, which can be regarded as a union of Euclidian space and its points at infinity. Through the projective space, the limit operation can be reduced to computing a point of the tangent cone at the origin. Mathematical tools from algebraic geometry were used to compute the set of equations satisfied by all points in the tangent cone, and thus by all minimizers. Examples are provided to clarify the methodology and to demonstrate cases where some local minimizers do not satisfy the KKT conditions.

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© 2020 The Operations Research Society of Japan
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