Two methods for the maximization of homogeneous polynomials over the simplex

被引:0
作者
Faizan Ahmed
Georg Still
机构
[1] University of Twente,Department of Computer Science
[2] University of Twente,Department of Mathematics
来源
Computational Optimization and Applications | 2021年 / 80卷
关键词
Optimization over the simplex; Homogeneous polynomials; Symmetric tensors; Numerical methods; Replicator transformation; Evolutionarily stable strategies; Convergence properties; 90C26; 91A22; 05C69;
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学科分类号
摘要
The paper deals with the numerical solution of the problem P to maximize a homogeneous polynomial over the unit simplex. We discuss the convergence properties of the so-called replicator dynamics for solving P. We further examine an ascent method, which also makes use of the replicator transformation. Numerical experiments with polynomials of different degrees illustrate the theoretical convergence results.
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页码:523 / 548
页数:25
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