in this paper, we propose a novel algorithm for the solution of polynomial optimization problems. In particular, we show that, under mild assumptions, such problems can be solved by performing a random coordinate-wise minimization and, eventually, when a coordinate-wise minimum has been reached, an univariate minimization along a randomly chosen direction. The theoretical results are corroborated by a numerical example where the given procedure is compared with several other methods able to solve polynomial problems.
Calafiore, G.c., Novara, C., Possieri, C. (2019). Random Coordinate Minimization Method with Eventual Transverse Directions for Constrained Polynomial Optimization. In Proceedings of the 58th IEEE Conference on Decision and Control (pp.541-546). IEEE [10.1109/CDC40024.2019.9029656].
Random Coordinate Minimization Method with Eventual Transverse Directions for Constrained Polynomial Optimization
Corrado Possieri
2019-01-01
Abstract
in this paper, we propose a novel algorithm for the solution of polynomial optimization problems. In particular, we show that, under mild assumptions, such problems can be solved by performing a random coordinate-wise minimization and, eventually, when a coordinate-wise minimum has been reached, an univariate minimization along a randomly chosen direction. The theoretical results are corroborated by a numerical example where the given procedure is compared with several other methods able to solve polynomial problems.File | Dimensione | Formato | |
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