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Improved convergence rates for Lasserre-type hierarchies of upper bounds for box-constrained polynomial optimization

Author

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  • de Klerk, Etienne

    (Tilburg University, School of Economics and Management)

  • Hess, Roxana
  • Laurent, Monique

    (Tilburg University, School of Economics and Management)

Abstract

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Suggested Citation

  • de Klerk, Etienne & Hess, Roxana & Laurent, Monique, 2017. "Improved convergence rates for Lasserre-type hierarchies of upper bounds for box-constrained polynomial optimization," Other publications TiSEM 66281fb7-02b8-4d87-930b-0, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:66281fb7-02b8-4d87-930b-02edce18e6c2
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    Cited by:

    1. de Klerk, Etienne & Laurent, Monique, 2018. "Worst-case examples for Lasserre's measure-based hierarchy for polynomial optimization on the hypercube," Other publications TiSEM a939e3b3-0361-42c9-8263-0, Tilburg University, School of Economics and Management.
    2. de Klerk, Etienne & Laurent, Monique, 2019. "A survey of semidefinite programming approaches to the generalized problem of moments and their error analysis," Other publications TiSEM d956492f-3e25-4dda-a5e2-e, Tilburg University, School of Economics and Management.
    3. Kirschner, Felix & de Klerk, Etienne, 2023. "Construction of multivariate polynomial approximation kernels via semidefinite programming," Other publications TiSEM 9b1d01ec-074f-404f-a8d0-6, Tilburg University, School of Economics and Management.
    4. Etienne de Klerk & Monique Laurent, 2018. "Comparison of Lasserre’s Measure-Based Bounds for Polynomial Optimization to Bounds Obtained by Simulated Annealing," Mathematics of Operations Research, INFORMS, vol. 43(4), pages 1317-1325, November.
    5. Etienne de Klerk & Monique Laurent, 2020. "Worst-Case Examples for Lasserre’s Measure–Based Hierarchy for Polynomial Optimization on the Hypercube," Mathematics of Operations Research, INFORMS, vol. 45(1), pages 86-98, February.
    6. Kirschner, Felix, 2023. "Conic optimization with applications in finance and approximation theory," Other publications TiSEM e9bef4a5-ee46-45be-90d7-9, Tilburg University, School of Economics and Management.

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