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A survey of semidefinite programming approaches to the generalized problem of moments and their error analysis

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  • de Klerk, Etienne

    (Tilburg University, School of Economics and Management)

  • Laurent, Monique

    (Tilburg University, School of Economics and Management)

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  • 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.
    • Handle: RePEc:tiu:tiutis:d956492f-3e25-4dda-a5e2-e7074b798676
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    References listed on IDEAS

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    1. Etienne de Klerk & Jean B. Lasserre & Monique Laurent & Zhao Sun, 2017. "Bound-Constrained Polynomial Optimization Using Only Elementary Calculations," Mathematics of Operations Research, INFORMS, vol. 42(3), pages 834-853, August.
    2. NESTEROV, Yu, 2003. "Random walk in a simplex and quadratic optimization over convex polytopes," LIDAM Discussion Papers CORE 2003071, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    3. 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.
    4. de Klerk, E. & Laurent, M., 2010. "Error bounds for some semidefinite programming approaches to polynomial minimization on the hypercube," Other publications TiSEM 619d9658-77df-4b5e-9868-0, Tilburg University, School of Economics and Management.
    5. de Klerk, E. & Laurent, M. & Parrilo, P., 2006. "A PTAS for the minimization of polynomials of fixed degree over the simplex," Other publications TiSEM 603897c9-179e-43e4-9e83-6, Tilburg University, School of Economics and Management.
    6. Etienne Klerk, 2008. "The complexity of optimizing over a simplex, hypercube or sphere: a short survey," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 16(2), pages 111-125, June.
    7. Adam Tauman Kalai & Santosh Vempala, 2006. "Simulated Annealing for Convex Optimization," Mathematics of Operations Research, INFORMS, vol. 31(2), pages 253-266, May.
    8. Laurent, M., 2009. "Sums of squares, moment matrices and optimization over polynomials," Other publications TiSEM 9fef820b-69d2-43f2-a501-e, Tilburg University, School of Economics and Management.
    9. de Klerk, E., 2008. "The complexity of optimizing over a simplex, hypercube or sphere : A short survey," Other publications TiSEM 485b6860-cf1d-4cad-97b8-2, Tilburg University, School of Economics and Management.
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    Cited by:

    1. Kirschner, Felix & de Klerk, Etienne, 2022. "Convergence rates of RLT and Lasserre-type hierarchies for the generalized moment problem over the simplex and the sphere," Other publications TiSEM 3c225e7f-ae4a-4c75-8921-4, Tilburg University, School of Economics and Management.
    2. Monica Dessole & Fabio Marcuzzi & Marco Vianello, 2020. "dCATCH—A Numerical Package for d-Variate near G-Optimal Tchakaloff Regression via Fast NNLS," Mathematics, MDPI, vol. 8(7), pages 1-15, July.

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