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.
Random Coordinate Minimization Method with Eventual Transverse Directions for Constrained Polynomial Optimization / Calafiore, Giuseppe C.; Novara, Carlo; Possieri, Corrado. - ELETTRONICO. - (2019), pp. 541-546. (Intervento presentato al convegno 58th IEEE Conference on Decision and Control tenutosi a Nice (France) nel 11-13 December 2019) [10.1109/CDC40024.2019.9029656].
Random Coordinate Minimization Method with Eventual Transverse Directions for Constrained Polynomial Optimization
Giuseppe C. Calafiore;Carlo Novara;Corrado Possieri
2019
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 | |
---|---|---|---|
altBlockCoord.pdf
accesso riservato
Descrizione: Articolo principale
Tipologia:
1. Preprint / submitted version [pre- review]
Licenza:
Non Pubblico - Accesso privato/ristretto
Dimensione
522.39 kB
Formato
Adobe PDF
|
522.39 kB | Adobe PDF | Visualizza/Apri Richiedi una copia |
Calafiore-Random.pdf
accesso aperto
Tipologia:
2. Post-print / Author's Accepted Manuscript
Licenza:
Pubblico - Tutti i diritti riservati
Dimensione
534.12 kB
Formato
Adobe PDF
|
534.12 kB | Adobe PDF | Visualizza/Apri |
Calafiore-Random2.pdf
accesso riservato
Tipologia:
2a Post-print versione editoriale / Version of Record
Licenza:
Non Pubblico - Accesso privato/ristretto
Dimensione
562.83 kB
Formato
Adobe PDF
|
562.83 kB | Adobe PDF | Visualizza/Apri Richiedi una copia |
Pubblicazioni consigliate
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
https://hdl.handle.net/11583/2781335