Jean-Bernard Lasserre We consider the global minimization of a multivariate polynomial on a semi-algebraic set \Omega defined with polynomial inequalities. We then compare two hierarchies of relaxations, namely, LP-relaxations based on products of the original constraints, in the spirit of the RLT procedure of Sherali and Adams and recent SDP (semi definite programming) relaxations introduced by the … Read more
We consider the general nonlinear optimization problem in 0-1 variables and provide an explicit equivalent positive semidefinite program in $2^n-1$ variables. The optimal values of both problems are identical. From every optimal solution of the former one easily find an optimal solution of the latter and conversely, from every solution of the latter one may … Read more
We provide two algorithms for computing the volume of the convex polytope $\Omega:=\{x\in \R^n_+ \,|\,Ax\leq b\}$, for $A\in\R^{m\times n}, b\in\R^n$. The computational complexity of both algorithms is essentially described by $n^m$, which makes them especially attractive for large $n$ and relatively small $m$, when the other methods with $O(m^n)$ complexity fail. The methodology which differs … Read more