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Comparison of Lasserre's measure--based bounds for polynomial optimization to bounds obtained by simulated annealing
Etienne De Klerk(e.deklerk 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. Keywords: Polynomial optimization; Semidefinite optimization; Lasserre hierarchy; simulated annealing Category 1: Linear, Cone and Semidefinite Programming (Semi-definite Programming ) Category 2: Nonlinear Optimization Category 3: Global Optimization Citation: Tilburg University, February 28, 2017 Download: [PDF] Entry Submitted: 03/02/2017 Modify/Update this entry | ||
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