Comparison of Lasserre’s Measure-Based Bounds for Polynomial Optimization to Bounds Obtained by Simulated Annealing

DOI10.1287/moor.2017.0906zbMath1440.90044arXiv1703.00744OpenAlexW2592668180WikidataQ56874472 ScholiaQ56874472MaRDI QIDQ5219701

Etienne de Klerk, Monique Laurent

Publication date: 12 March 2020

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.00744

zbMATH Keywords

simulated annealingsemidefinite optimizationpolynomial optimizationLasserre hierarchy

Mathematics Subject Classification ID

Semidefinite programming (90C22) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Polynomial optimization (90C23)

Related Items

Sum-of-Squares Hierarchies for Polynomial Optimization and the Christoffel--Darboux Kernel, Convergence analysis of a Lasserre hierarchy of upper bounds for polynomial minimization on the sphere, Improved convergence analysis of Lasserre's measure-based upper bounds for polynomial minimization on compact sets, Simulated annealing for convex optimization: rigorous complexity analysis and practical perspectives, Distributionally robust optimization with polynomial densities: theory, models and algorithms, Quadrature-based polynomial optimization, Worst-Case Examples for Lasserre’s Measure–Based Hierarchy for Polynomial Optimization on the Hypercube, A Survey of Semidefinite Programming Approaches to the Generalized Problem of Moments and Their Error Analysis, Connecting optimization with spectral analysis of tri-diagonal matrices, Near-optimal analysis of Lasserre's univariate measure-based bounds for multivariate polynomial optimization

Uses Software

• Chebfun

Cites Work

• Unnamed Item
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