Thumbnail Image
Item

Comparison of Lasserre's measure-based bounds for polynomial optimization to bounds obtained by simulated annealing

de Klerk,Etienne
; 
Laurent,Monique
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.
Description
Date
2018-11
Journal Title
Journal ISSN
Volume Title
Publisher
Collections
Tilburg University Research Output Collection
Show all metadata
Files
Thumbnail Image
1703.00744.pdf
Adobe PDF, 709.52 KB
Research Projects
Organizational Units
Journal Issue
Keywords
polynomial optimization, semidefinite optimization, Lasserre hierarchy, simulated annealing
Citation
de Klerk, E & Laurent, M 2018, 'Comparison of Lasserre's measure-based bounds for polynomial optimization to bounds obtained by simulated annealing', Mathematics of Operations Research, vol. 43, no. 4, pp. 1317-1325. https://doi.org/10.1287/moor.2017.0906
URI
https://hdl.handle.net/20.500.14602/67507
Embedded videos