THE MOMENT-SOS HIERARCHY
Résumé
The Moment-SOS hierarchy initially introduced in optimization in 2000, is based on the theory of the K-moment problem and its dual counterpart, polynomials that are positive on K. It turns out that this methodology can be also applied to solve problems with positivity constraints " f (x) ≥ 0 for all x ∈ K " and/or linear constraints on Borel measures. Such problems can be viewed as specific instances of the " Generalized Problem of Moments " (GPM) whose list of important applications in various domains is endless. We describe this methodology and outline some of its applications in various domains.
Domaines
Optimisation et contrôle [math.OC]
Origine : Fichiers produits par l'(les) auteur(s)
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