Worst-Case Examples for Lasserre's Measure-Based Hierarchy for Polynomial Optimization on the Hypercube

被引:17
作者
de Klerk, Etienne [1 ,2 ]
Laurent, Monique [1 ,3 ]
机构
[1] Tilburg Univ, NL-5037 AB Tilburg, Netherlands
[2] Delft Univ Technol, NL-2600 AA Delft, Netherlands
[3] CWI, NL-1098 XG Amsterdam, Netherlands
基金
欧盟地平线“2020”;
关键词
polynomial optimization; samidefinite optimization; Lasserre hierarchy; extremal roots of orthogonal polynomials; Jacobi polynomials; EXTREME ZEROS; UPPER-BOUNDS;
D O I
10.1287/moor.2018.0983
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We study the convergence rate of a hierarchy of upper bounds for polynomial optimization problems, proposed by Lasserre, and a related hierarchy by de Klerk, Hess, and Laurent. For polynomial optimization over the hypercube, we show a refined convergence analysis for the first hierarchy. We also show lower bounds on the convergence rate for both hierarchies on a class of examples. These lower bounds match the upper bounds and thus establish the true rate of convergence on these examples. Interestingly, these convergence rates are determined by the distribution of extremal zeroes of certain families of orthogonal polynomials.
引用
收藏
页码:86 / 98
页数:13
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