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

Etienne de Klerk; Monique Laurent

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

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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.

Original language	English
Place of Publication	Ithaca
Publisher	Cornell University Library
Number of pages	12
Publication status	Published - Mar 2017

Publication series

Name	arXiv
Volume	1703.00744

Keywords

polynomial optimization
semidefinite optimization
Lasserre hierarchy
simulated annealing

Access to Document

1703.00744Final published version, 710 KB

Cite this

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