IDEAS home Printed from https://ideas.repec.org/p/tiu/tiutis/78f8f496-dc89-413e-864d-f01908bfbe2e.html
   My bibliography  Save this paper

Comparison of Lasserre's measure-based bounds for polynomial optimization to bounds obtained by simulated annealing

Author

Listed:
  • de Klerk, Etienne

    (Tilburg University, School of Economics and Management)

  • Laurent, Monique

    (Tilburg University, School of Economics and Management)

Abstract

No abstract is available for this item.

Suggested Citation

  • de Klerk, Etienne & Laurent, Monique, 2018. "Comparison of Lasserre's measure-based bounds for polynomial optimization to bounds obtained by simulated annealing," Other publications TiSEM 78f8f496-dc89-413e-864d-f, Tilburg University, School of Economics and Management.
  • Handle: RePEc:tiu:tiutis:78f8f496-dc89-413e-864d-f01908bfbe2e
    as

    Download full text from publisher

    File URL: https://pure.uvt.nl/ws/portalfiles/portal/18866445/1703.00744.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Robert L. Smith, 1984. "Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions," Operations Research, INFORMS, vol. 32(6), pages 1296-1308, December.
    2. Laurent, M., 2009. "Sums of squares, moment matrices and optimization over polynomials," Other publications TiSEM 9fef820b-69d2-43f2-a501-e, Tilburg University, School of Economics and Management.
    3. Adam Tauman Kalai & Santosh Vempala, 2006. "Simulated Annealing for Convex Optimization," Mathematics of Operations Research, INFORMS, vol. 31(2), pages 253-266, May.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Etienne de Klerk & Monique Laurent, 2020. "Worst-Case Examples for Lasserre’s Measure–Based Hierarchy for Polynomial Optimization on the Hypercube," Mathematics of Operations Research, INFORMS, vol. 45(1), pages 86-98, February.
    2. Riley Badenbroek & Etienne Klerk, 2022. "Simulated Annealing for Convex Optimization: Rigorous Complexity Analysis and Practical Perspectives," Journal of Optimization Theory and Applications, Springer, vol. 194(2), pages 465-491, August.
    3. de Klerk, Etienne & Badenbroek, Riley, 2022. "Simulated annealing with hit-and-run for convex optimization: complexity analysis and practical perspectives," Other publications TiSEM 323b4588-65e0-4889-a555-9, Tilburg University, School of Economics and Management.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Etienne de Klerk & Monique Laurent, 2018. "Comparison of Lasserre’s Measure-Based Bounds for Polynomial Optimization to Bounds Obtained by Simulated Annealing," Mathematics of Operations Research, INFORMS, vol. 43(4), pages 1317-1325, November.
    2. de Klerk, Etienne & Laurent, Monique, 2017. "Comparison of Lasserre's Measure-based Bounds for Polynomial Optimization to Bounds Obtained by Simulated Annealing," Other publications TiSEM 7a865ba0-bffb-43fb-a376-7, Tilburg University, School of Economics and Management.
    3. Stephen Baumert & Archis Ghate & Seksan Kiatsupaibul & Yanfang Shen & Robert L. Smith & Zelda B. Zabinsky, 2009. "Discrete Hit-and-Run for Sampling Points from Arbitrary Distributions Over Subsets of Integer Hyperrectangles," Operations Research, INFORMS, vol. 57(3), pages 727-739, June.
    4. de Klerk, Etienne & Badenbroek, Riley, 2022. "Simulated annealing with hit-and-run for convex optimization: complexity analysis and practical perspectives," Other publications TiSEM 323b4588-65e0-4889-a555-9, Tilburg University, School of Economics and Management.
    5. Cyril Bachelard & Apostolos Chalkis & Vissarion Fisikopoulos & Elias Tsigaridas, 2024. "Randomized Control in Performance Analysis and Empirical Asset Pricing," Papers 2403.00009, arXiv.org.
    6. Badenbroek, Riley & de Klerk, Etienne, 2022. "Complexity analysis of a sampling-based interior point method for convex optimization," Other publications TiSEM 3d774c6d-8141-4f31-a621-5, Tilburg University, School of Economics and Management.
    7. Riley Badenbroek & Etienne Klerk, 2022. "Simulated Annealing for Convex Optimization: Rigorous Complexity Analysis and Practical Perspectives," Journal of Optimization Theory and Applications, Springer, vol. 194(2), pages 465-491, August.
    8. de Klerk, Etienne & Laurent, Monique, 2019. "A survey of semidefinite programming approaches to the generalized problem of moments and their error analysis," Other publications TiSEM d956492f-3e25-4dda-a5e2-e, Tilburg University, School of Economics and Management.
    9. Huseyin Mete & Yanfang Shen & Zelda Zabinsky & Seksan Kiatsupaibul & Robert Smith, 2011. "Pattern discrete and mixed Hit-and-Run for global optimization," Journal of Global Optimization, Springer, vol. 50(4), pages 597-627, August.
    10. Luca Anzilli & Silvio Giove, 2020. "Multi-criteria and medical diagnosis for application to health insurance systems: a general approach through non-additive measures," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(2), pages 559-582, December.
    11. Corrente, Salvatore & Figueira, José Rui & Greco, Salvatore, 2014. "The SMAA-PROMETHEE method," European Journal of Operational Research, Elsevier, vol. 239(2), pages 514-522.
    12. Xiao Wang & Xinzhen Zhang & Guangming Zhou, 2020. "SDP relaxation algorithms for $$\mathbf {P}(\mathbf {P}_0)$$P(P0)-tensor detection," Computational Optimization and Applications, Springer, vol. 75(3), pages 739-752, April.
    13. Laurent, Monique & Vargas, Luis Felipe, 2022. "Finite convergence of sum-of-squares hierarchies for the stability number of a graph," Other publications TiSEM 3998b864-7504-4cf4-bc1d-f, Tilburg University, School of Economics and Management.
    14. Laurent, M. & Rostalski, P., 2012. "The approach of moments for polynomial equations," Other publications TiSEM f08f3cd2-b83e-4bf1-9322-a, Tilburg University, School of Economics and Management.
    15. Tomohiko Mizutani & Makoto Yamashita, 2013. "Correlative sparsity structures and semidefinite relaxations for concave cost transportation problems with change of variables," Journal of Global Optimization, Springer, vol. 56(3), pages 1073-1100, July.
    16. Fook Wai Kong & Polyxeni-Margarita Kleniati & Berç Rustem, 2012. "Computation of Correlated Equilibrium with Global-Optimal Expected Social Welfare," Journal of Optimization Theory and Applications, Springer, vol. 153(1), pages 237-261, April.
    17. Qi Fan & Jiaqiao Hu, 2018. "Surrogate-Based Promising Area Search for Lipschitz Continuous Simulation Optimization," INFORMS Journal on Computing, INFORMS, vol. 30(4), pages 677-693, November.
    18. Sandra S. Y. Tan & Antonios Varvitsiotis & Vincent Y. F. Tan, 2021. "Analysis of Optimization Algorithms via Sum-of-Squares," Journal of Optimization Theory and Applications, Springer, vol. 190(1), pages 56-81, July.
    19. Reuven Rubinstein, 2009. "The Gibbs Cloner for Combinatorial Optimization, Counting and Sampling," Methodology and Computing in Applied Probability, Springer, vol. 11(4), pages 491-549, December.
    20. Hao Hu & Renata Sotirov, 2021. "The linearization problem of a binary quadratic problem and its applications," Annals of Operations Research, Springer, vol. 307(1), pages 229-249, December.

    More about this item

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tiu:tiutis:78f8f496-dc89-413e-864d-f01908bfbe2e. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Richard Broekman (email available below). General contact details of provider: https://www.tilburguniversity.edu/about/schools/economics-and-management/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.