Comparison of Lasserre's Measure-Based Bounds for Polynomial Optimization to Bounds Obtained by Simulated Annealing
成果类型：
Article
署名作者：
De Klerk, Etienne; Laurent, Monique
署名单位：
Tilburg University; Delft University of Technology
刊物名称：
MATHEMATICS OF OPERATIONS RESEARCH
ISSN/ISSBN：
0364-765X
DOI：
10.1287/moor.2017.0906
发表日期：
2018
页码：
1317-1325
关键词：
摘要：
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 [Lasserre JB (2011) A new look at nonnegativity on closed sets and polynomial optimization. SIAM J. Optim. 21(3): 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.
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