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Random Coordinate Minimization Method with Eventual Transverse Directions for Constrained Polynomial Optimization

机译:随机坐标最小化方法,具有约束多项式优化的最终横向

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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.
机译:在本文中,我们提出了一种用于解决多项式优化问题的新算法。特别地,我们表明,在温和的假设下,可以通过执行随机坐标 - 方向最小化来解决这些问题,并且最终达到坐标最小值时,沿着随机选择的方向进行单变量最小化。理论结果通过数值示例来证实给定程序与能够解决多项式问题的其他方法进行比较。

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