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Comparison of Lasserre's Measure-based Bounds for Polynomial Optimization to Bounds Obtained by Simulated Annealing

Research output: Working paper

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 in [SIAM J. Optim. 21(3) (2011), pp. 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.
Original languageEnglish
Place of PublicationIthaca
PublisherCornell University Library
Number of pages12
StatePublished - Mar 2017

Publication series

NamearXiv
Volume1703.00744

    Research areas

  • polynomial optimization, semidefinite optimization, Lasserre hierarchy, simulated annealing

Documents

  • 1703.00744

    Final published version, 709 KB, PDF-document

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