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 [Lasserre JB (2011) A new look at nonnegativity on closed sets and polynomial optimization. SIAM J. Optim. 21(3):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 |
|---|---|
| Pages (from-to) | 1317-1325 |
| Journal | Mathematics of Operations Research |
| Volume | 43 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - Nov 2018 |
Keywords
- polynomial optimization
- semidefinite optimization
- Lasserre hierarchy
- simulated annealing
Fingerprint
Dive into the research topics of 'Comparison of Lasserre's measure-based bounds for polynomial optimization to bounds obtained by simulated annealing'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver