On types of KKT points in polynomial optimization

preprint2020arXivOpen access

Abstract

Let ff be a real polynomial function with nn variables and SS be a basic closed semialgebraic set in Rn\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∗x^* of ff over S.S. To this end, we investigate some properties of the tangency variety of ff on SS at x∗,x^*, by which we introduce the definition of faithful radius of ff over SS at x∗.x^*. Then, we show that the type of x∗x^* can be determined by the global extrema of ff over the intersection of SS and the Euclidean ball centered at x∗x^* with a faithful radius. Finally, we propose an algorithm involving algebraic computations to compute a faithful radius of x∗x^* and determine its type.

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