On the Lasserre hierarchy of semidefinite programming relaxations of convex polynomial optimization problems
The Lasserre hierarchy of semidefinite programming approximations to convex polynomial optimization problems is known to converge finitely under some assumptions. [J.B. Lasserre. Convexity in semialgebraic geometry and polynomial optimization. SIAM J. Optim. 19, 1995-2014, 2009.] We give a new proof of the finite convergence property, that does not require the assumption that the Hessian of … Read more