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.

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Persistent URL dx.doi.org/10.1287/moor.2018.0983
Journal Mathematics of Operations research - Articles in Advance
Citation
de Klerk, E, & Laurent, M. (2019). Worst-case Examples for Lasserre’s Measure–Based Hierarchy for Polynomial Optimization on the Hypercube. Mathematics of Operations Research, 2019(November 5), 1–13. doi:10.1287/moor.2018.0983