Convergence analysis of a block improvement method for polynomial optimization over unit spheres
Summary In this paper, we study the convergence property of a block improvement method (BIM) for the bi‐quadratic polynomial optimization problem over unit spheres. We establish the global convergence of the method generally and establish its linear convergence rate under the second‐order sufficient...
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Veröffentlicht in: | Numerical linear algebra with applications 2015-12, Vol.22 (6), p.1059-1076 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | Summary
In this paper, we study the convergence property of a block improvement method (BIM) for the bi‐quadratic polynomial optimization problem over unit spheres. We establish the global convergence of the method generally and establish its linear convergence rate under the second‐order sufficient condition. We also extend the BIM to inhomogeneous polynomial optimization problems over unit spheres. Numerical results reported in this paper show that the method is promising. Copyright © 2015 John Wiley & Sons, Ltd. |
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ISSN: | 1070-5325 1099-1506 |
DOI: | 10.1002/nla.1996 |