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Minimizing the sum of many rational functions. (English) Zbl 1364.90268
Summary: We consider the problem of globally minimizing the sum of many rational functions over a given compact semialgebraic set. The number of terms can be large (10 to 100), the degree of each term should be small (up to 10), and the number of variables can be relatively large (10 to 100) provided some kind of sparsity is present. We describe a formulation of the rational optimization problem as a generalized moment problem and its hierarchy of convex semidefinite relaxations. Under some conditions we prove that the sequence of optimal values converges to the globally optimal value. We show how public-domain software can be used to model and solve such problems. Finally, we also compare with the epigraph approach and the BARON software.
Reviewer: Reviewer (Berlin)

90C26 Nonconvex programming, global optimization
90C22 Semidefinite programming
46N10 Applications of functional analysis in optimization, convex analysis, mathematical programming, economics
65K05 Numerical mathematical programming methods
Full Text: DOI
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