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 (10)

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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• Convergence analysis for Lasserre's measure-based hierarchy of upper bounds for polynomial optimization
• Hit-and-run mixes fast
• Global Optimization with Polynomials and the Problem of Moments
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• A New Look at Nonnegativity on Closed Sets and Polynomial Optimization
• Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions
• Introduction to Stochastic Search and Optimization
• Bound-Constrained Polynomial Optimization Using Only Elementary Calculations
• Simulated Annealing for Convex Optimization

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