Comparison of Lasserre's measure-based bounds for polynomial optimization to bounds obtained by simulated annealing
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Publication:5219701
Abstract: Comparison of Lasserre's measure--based bounds for polynomial optimization to bounds obtained by simulated annealing. We consider the problem of minimizing a continuous function over a compact set . We compare the hierarchy of upper bounds proposed by Lasserre in [{em SIAM J. Optim.} , pp. ] to bounds that may be obtained from simulated annealing. We show that, when is a polynomial and a convex body, this comparison yields a faster rate of convergence of the Lasserre hierarchy than what was previously known in the literature.
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Cited in
(12)- Near-optimal analysis of Lasserre's univariate measure-based bounds for multivariate polynomial optimization
- 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
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- Nonconvergence of a sum-of-squares hierarchy for global polynomial optimization based on push-forward measures
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