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Error bounds for some semidefinite programming approaches to polynomial minimization on the hypercube
de Klerk,E. ; Laurent,M.
de Klerk,E.
Laurent,M.
Abstract
We consider the problem of minimizing a polynomial on the hypercube $[0,1]^n$ and derive new error bounds for the hierarchy of semidefinite programming approximations to this problem corresponding to the Positivstellensatz of Schmüdgen [Math. Ann., 289 (1991), pp. 203–206]. The main tool we employ is Bernstein approximations of polynomials, which also gives constructive proofs and degree bounds for positivity certificates on the hypercube.
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2010
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de Klerk, E & Laurent, M 2010, 'Error bounds for some semidefinite programming approaches to polynomial minimization on the hypercube', SIAM Journal on Optimization, vol. 20, no. 6, pp. 3104-3120. < http://dx.doi.org/10.1137/100790835 >
