The Moment-sos Hierarchy: Lectures in Probability, Statistics, Computational Geometry, Control and Nonlinear Pdes: 4 - Rilegato

Libro 2 di 2: Series on Optimization and its Applications

Henrion, Didier; Korda, Milan; Lasserre, Jean Bernard

 
9781786348531: The Moment-sos Hierarchy: Lectures in Probability, Statistics, Computational Geometry, Control and Nonlinear Pdes: 4

Sinossi

The moment-SOS hierarchy is a powerful methodology that is used to solve the Generalized Moment Problem (GMP) where the list of applications in various areas of Science and Engineering is almost endless. Initially designed for solving polynomial optimization problems (the simplest example of the GMP), it applies to solving any instance of the GMP whose description only involves semi-algebraic functions and sets. It consists of solving a sequence (a hierarchy) of convex relaxations of the initial problem, and each convex relaxation is a semidefinite program whose size increases in the hierarchy.

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