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

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10:00 - 10:20 | Wed 11 December | Rhodes AB | WeA16.1

Session: [WeA16] Optimization I

Category: Regular Session

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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.