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Communication Dans Un Congrès Année : 2018

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.
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Dates et versions

hal-01856182 , version 1 (09-08-2018)

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Jean B Lasserre. THE MOMENT-SOS HIERARCHY. International Congress of Mathematicians 2018 (ICM 2018), Aug 2018, Rio de Janeiro, Brazil. 21p. ⟨hal-01856182⟩
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