Comparison of Lasserre's Measure-based Bounds for Polynomial Optimization to Bounds Obtained by Simulated Annealing

Research output: Working paperOther research output

Abstract

We consider the problem of minimizing a continuous function f over a compact set K. We compare the hierarchy of upper bounds proposed by Lasserre in [SIAM J. Optim. 21(3) (2011), pp. 864-885] to bounds that may be obtained from simulated annealing. We show that, when f is a polynomial and K a convex body, this comparison yields a faster rate of convergence of the Lasserre hierarchy than what was previously known in the literature.
LanguageEnglish
Place of PublicationIthaca
PublisherCornell University Library
Number of pages12
StatePublished - Mar 2017

Publication series

NamearXiv
Volume1703.00744

Fingerprint

Simulated Annealing
Polynomial
Optimization
Convex Body
Compact Set
Continuous Function
Rate of Convergence
Upper bound
Hierarchy

Keywords

  • polynomial optimization
  • semidefinite optimization
  • Lasserre hierarchy
  • simulated annealing

Cite this

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abstract = "We consider the problem of minimizing a continuous function f over a compact set K. We compare the hierarchy of upper bounds proposed by Lasserre in [SIAM J. Optim. 21(3) (2011), pp. 864-885] to bounds that may be obtained from simulated annealing. We show that, when f is a polynomial and K a convex body, this comparison yields a faster rate of convergence of the Lasserre hierarchy than what was previously known in the literature.",
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Comparison of Lasserre's Measure-based Bounds for Polynomial Optimization to Bounds Obtained by Simulated Annealing. / de Klerk, Etienne; Laurent, Monique.

Ithaca : Cornell University Library, 2017. (arXiv; Vol. 1703.00744).

Research output: Working paperOther research output

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