Convergence analysis for Lasserre's measure-based hierarchy of upper bounds for polynomial optimization

DOI10.1007/S10107-016-1043-1zbMath1358.90092arXiv1411.6867OpenAlexW2101538582MaRDI QIDQ517310

Etienne de Klerk, Monique Laurent, Zhao Sun

Publication date: 23 March 2017

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.6867

zbMATH Keywords

semidefinite optimizationpolynomial optimizationLasserre hierarchy

Mathematics Subject Classification ID

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

Related Items (17)

Algebraic Perspectives on Signomial Optimization ⋮ 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 ⋮ 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 ⋮ An SDP method for fractional semi-infinite programming problems with SOS-convex polynomials ⋮ Harmonic Hierarchies for Polynomial Optimization ⋮ Improved Convergence Rates for Lasserre-Type Hierarchies of Upper Bounds for Box-Constrained Polynomial Optimization ⋮ 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 ⋮ Minimizing Rational Functions: A Hierarchy of Approximations via Pushforward Measures ⋮ Near-optimal analysis of Lasserre's univariate measure-based bounds for multivariate polynomial optimization ⋮ Detecting optimality and extracting solutions in polynomial optimization with the truncated GNS construction ⋮ Comparison of Lasserre’s Measure-Based Bounds for Polynomial Optimization to Bounds Obtained by Simulated Annealing ⋮ Tight relaxations for polynomial optimization and Lagrange multiplier expressions

Uses Software

• GloptiPoly

Cites Work

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