Error bounds for monomial convexification in polynomial optimization
نویسندگان
چکیده
منابع مشابه
Error bounds for monomial convexification in polynomial optimization
Convex hulls of monomials have been widely studied in the literature, and monomial convexifications are implemented in global optimization software for relaxing polynomials. However, there has been no study of the error in the global optimum from such approaches. We give bounds on the worst-case error for convexifying a monomial over subsets of [0, 1]. This implies additive error bounds for rel...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2018
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-018-1246-8