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Results tagged with global-optimization
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user 5963
22
votes
Is all non-convex optimization heuristic?
I think you will be interested in the work of Parrilo, Lasserre, Putinar, Sturmfels, Nie, Helton, etc., on sums-of-squares and moment methods for polynomial optimization. They look at principled ways …
- 8,501
11
votes
Accepted
Non-negative quadratic maximization
First, note that the condition that $A$ be positive semidefinite (PSD) doesn't buy you anything. Replacing $A$ by $A+kI$ changes the objective value of any feasible solution by $k$, so if we could so …
- 8,501
4
votes
Software for rigorous optimization of real polynomials
I see Gloptipoly has already been mentioned. This is an implementation of the general sum-of-squares/Positivstellensatz methods which allow one to relax polynomial problems into convex optimization p …
- 8,501