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On types of KKT points in polynomial optimization

Published 26 Apr 2020 in math.OC | (2004.12315v1)

Abstract: Let $f$ be a real polynomial function with $n$ variables and $S$ be a basic closed semialgebraic set in $\Bbb{R}n$. In this paper, we are interested in the problem of identifying the type (local minimizer, maximizer or not extremum point) of a given isolated KKT point $x*$ of $f$ over $S.$ To this end, we investigate some properties of the tangency variety of $f$ on $S$ at $x*,$ by which we introduce the definition of faithful radius of $f$ over $S$ at $x*.$ Then, we show that the type of $x*$ can be determined by the global extrema of $f$ over the intersection of $S$ and the Euclidean ball centered at $x*$ with a faithful radius. Finally, we propose an algorithm involving algebraic computations to compute a faithful radius of $x*$ and determine its type.

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