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Mathematics > Optimization and Control

arXiv:1906.09586 (math)
[Submitted on 23 Jun 2019]

Title:A Fine-Grained Variant of the Hierarchy of Lasserre

Authors:Wann-Jiun Ma, Jakub Marecek, Martin Mevissen
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Abstract:There has been much recent interest in hierarchies of progressively stronger convexifications of polynomial optimisation problems (POP). These often converge to the global optimum of the POP, asymptotically, but prove challenging to solve beyond the first level in the hierarchy for modest instances. We present a finer-grained variant of the Lasserre hierarchy, together with first-order methods for solving the convexifications, which allow for efficient warm-starting with solutions from lower levels in the hierarchy.
Subjects: Optimization and Control (math.OC); Artificial Intelligence (cs.AI)
Cite as: arXiv:1906.09586 [math.OC]
  (or arXiv:1906.09586v1 [math.OC] for this version)
  https://doi.org/10.48550/arXiv.1906.09586
Journal reference: 57th Annual Allerton Conference on Communication, Control, and Computing (2019)

Submission history

From: Jakub Mareček [view email]
[v1] Sun, 23 Jun 2019 11:50:23 UTC (20 KB)
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