An Error Analysis for Polynomial Optimization over the Simplex Based on the Multivariate Hypergeometric Distribution

DOI10.1137/140976650zbMath1333.90104arXiv1407.2108OpenAlexW2161198298MaRDI QIDQ5502241

Zhao Sun, Etienne de Klerk, Monique Laurent

Publication date: 18 August 2015

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.2108

zbMATH Keywords

global optimizationnonlinear optimizationpolynomial optimization over the simplex

Mathematics Subject Classification ID

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

Related Items (7)

Error bounds for monomial convexification in polynomial optimization ⋮ Maximization of homogeneous polynomials over the simplex and the sphere: structure, stability, and generic behavior ⋮ Expectation identity of the hypergeometric distribution and its application in the calculations of high-order origin moments ⋮ LP Formulations for Polynomial Optimization Problems ⋮ A note on total degree polynomial optimization by Chebyshev grids ⋮ Convergence analysis for Lasserre's measure-based hierarchy of upper bounds for polynomial optimization ⋮ On the convergence rate of grid search for polynomial optimization over the simplex

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