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math.OC2018
A survey of semidefinite programming approaches to the generalized problem of moments and their error analysis
Etienne de Klerk, Monique Laurent
The generalized problem of moments is a conic linear optimization problem over the convex cone of positive Borel measures with given support. It has a large variety of applications…
math.OC2018
Worst-case examples for Lasserre's measure--based hierarchy for polynomial optimization on the hypercube
Etienne de Klerk, Monique Laurent
We study the convergence rate of a hierarchy of upper bounds for polynomial optimization problems, proposed by Lasserre [SIAM J. Optim. 21(3) (2011), pp. 864-885], and a related hi…