Convergence analysis of a block improvement method for polynomial optimization over unit spheres
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Authors
Wang, Y.
Caccetta, Louis
Zhou, Guanglu
Date
2015Type
Journal Article
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Wang, Y. and Caccetta, L. and Zhou, G. 2015. Convergence analysis of a block improvement method for polynomial optimization over unit spheres. Numerical Linear Algebra with Applications. 22 (6): pp. 1059-1076.
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Numerical Linear Algebra with Applications
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Department of Mathematics and Statistics
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Abstract
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.
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