We introduce the notion of ρ-SOS-convexity, extending the numerically checkable concept of SOS-convexity of a real polynomial. The class of ρ-SOS-convex polynomials includes the important class of (not necessarily convex) quadratic functions. We provide various characterizations of ρ-SOS-convexity in terms of SOS-convexity. Consequently, we establish strong duality results for classes of nonconvex polynomial optimization problems involving strong SOS-convex (where ρ > 0) and weak SOS-convex (where ρ < 0) polynomials. These classes of problems include some polynomial optimization problems, involving SOS-convex polynomials, minimax quadratic optimization problems with quadratic constraints, fractional programming problems and robust optimization problems. Our results also provide necessary and sufficient conditions for strong duality of some classes of minimax quadratic optimization problems and extended trust-region problems.

Contact details are reproduced from the original publication and may be historical.

Vaithilingam Jeyakumar

Dept. of Applied Mathematics, University of New South Wales, Sydney 2052, Australia

v.jeyakumar@unsw.edu.au

Gue Myung Lee

Dept. of Applied Mathematics, Pukyong National University, Busan 608-737, Korea

gmlee@pknu.ac.kr

Jae Hyoung Lee

Dept. of Applied Mathematics, Pukyong National University, Busan 608-737, Korea

mc7558@naver.com

V. Jeyakumar, G. M. Lee, J. H. Lee. “Generalized SOS-Convexity and Strong Duality with SDP Dual Programs in Polynomial Optimization.” Journal of Convex Analysis 22 (2015), No. 4, 999–1023.