134. Two methods for the maximization of homogeneous polynomials over the simplex
Invited abstract in session TC-3: In memory of Georg Still - part 2, stream In memory of Georg Still.
Thursday, 11:25 - 12:40Room: M:J
Authors (first author is the speaker)
| 1. | Faizan Ahmed
|
| Computer Science, University of Twente |
Abstract
The paper deals with the numerical solution of the problem P to maximize a homogeneous polynomial over the unit simplex. We discuss the convergence properties of the so-called replicator dynamics for solving P. We further examine an ascent method, which also makes use of the replicator transformation. Numerical experiments with polynomials of different degrees illustrate the theoretical convergence results.
Note: This was the last paper that Georg and I have written. We finished this paper during the COVID time. During the presentation, I will share memories of working with Georg since 2009 as a master's student, a PhD student, and then collaborating with him on writing a few more papers.
Keywords
- Conic and semidefinite optimization
- Linear and nonlinear optimization
Status: accepted
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