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

Etienne de Klerk () and Monique Laurent ()
Additional contact information
Etienne de Klerk: Tilburg University, 5000 LE Tilburg, Netherlands; and Delft University of Technology, 2600 AA Delft, Netherlands
Monique Laurent: Tilburg University, 5000 LE Tilburg, Netherlands; and Centrum Wiskunde & Informatica, 1090 GB Amsterdam, Netherlands

Mathematics of Operations Research, 2018, vol. 43, issue 4, 1317-1325

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.

Keywords: polynomial optimization; semidefinite optimization; Lasserre hierarchy • simulated annealing (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
https://doi.org/10.1287/moor.2017.0906 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:inm:ormoor:v:43:y:2018:i:4:p:1317-1325

Access Statistics for this article

More articles in Mathematics of Operations Research from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().