|国家预印本平台
首页|Revisiting the convergence rate of the Lasserre hierarchy for polynomial optimization over the hypercube

Revisiting the convergence rate of the Lasserre hierarchy for polynomial optimization over the hypercube

Revisiting the convergence rate of the Lasserre hierarchy for polynomial optimization over the hypercube

来源:Arxiv_logoArxiv
英文摘要

We revisit the problem of minimizing a given polynomial $f$ on the hypercube $[-1,1]^n$. Lasserre's hierarchy (also known as the moment- or sum-of-squares hierarchy) provides a sequence of lower bounds $\{f_{(r)}\}_{r \in \mathbb N}$ on the minimum value $f^*$, where $r$ refers to the allowed degrees in the sum-of-squares hierarchy. A natural question is how fast the hierarchy converges as a function of the parameter $r$. The current state-of-the-art is due to Baldi and Slot [SIAM J. on Applied Algebraic Geometry, 2024] and roughly shows a convergence rate of order $1/r$. Here we obtain closely related results via a different approach: the polynomial kernel method. We also discuss limitations of the polynomial kernel method, suggesting a lower bound of order $1/r^2$ for our approach.

Sander Gribling、Etienne de Klerk、Juan Vera

数学

Sander Gribling,Etienne de Klerk,Juan Vera.Revisiting the convergence rate of the Lasserre hierarchy for polynomial optimization over the hypercube[EB/OL].(2025-05-01)[2025-05-22].https://arxiv.org/abs/2505.00544.点此复制

评论