Volume 3, Number 2, May 2007, pp. 273-299
Jean B. Lasserre

Key words:
global optimization, real algebraic geometry, semidefinite relaxations
Mathematices Subject Classification: 90C22, 90C25
References
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Abstract:
We consider the global minimization of a multivariate polynomial on a variety KR n. We present two new hierarchies of SDP-relaxations in the same spirit but simpler than those defined in \cite{lasserre1}, which are valid for an arbitrary variety K (not necessarily compact). In particular, (a) the sequence of optimal values converges monotonically to the global optimum and (b), every accumulation point of an associated sequence of moment sequences converges to a moment sequence of a moment-determinate probability measure, supported on the global minimizers of the original problem. Preliminary computational results are presented.
A new hierarchy of SDP-relaxations for polynomial programming