Global optimization on the torus, the sphere and the rotation group

Detecting all local extrema or the global extremum of a polynomial on the torus, the sphere or the rotation group is a tough yet often requested numerical problem. We present a heuristic approach that applies common descent methods like nonlinear conjugated gradients or Newtons methods simultaneously to a large number of starting points. The corner … Read more

Lecture notes: Semidefinite programs and harmonic analysis

Lecture notes for the tutorial at the workshop HPOPT 2008 – 10th International Workshop on High Performance Optimization Techniques (Algebraic Structure in Semidefinite Programming), June 11th to 13th, 2008, Tilburg University, The Netherlands. Citation arXiv:0809.2017v1 [math.OC] Article Download View Lecture notes: Semidefinite programs and harmonic analysis