2011
On the Lasserre hierarchy of semidefinite programming relaxations of convex polynomial optimization problems
Publication
Publication
SIAM Journal on Optimization , Volume 21 p. 824- 832
The Lasserre hierarchy of semidenite programming approximations to convex polynomial optimization problems is known to converge nitely under some assumptions. [J.B. Lasserre. Convexity in semialgebraic geometry and polynomial optimization. SIAM J. Optim. 19, 1995{2014,2009.]
We give a new proof of the nite convergence property, under weaker assumptions than were
known before. In addition, we show that | under the assumptions for nite convergence | the
number of steps needed for convergence depends on more than the input size of the problem.
Additional Metadata | |
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S.I.A.M. | |
SIAM Journal on Optimization | |
Semidefinite programming and combinatorial optimization | |
Organisation | Networks and Optimization |
Laurent, M., & de Klerk, E. (2011). On the Lasserre hierarchy of semidefinite programming relaxations of convex polynomial optimization problems. SIAM Journal on Optimization, 21, 824–832. |
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