THE MOMENT-SOS HIERARCHY

Jean Lasserre 1
1 LAAS-MAC - Équipe Méthodes et Algorithmes en Commande
LAAS - Laboratoire d'analyse et d'architecture des systèmes [Toulouse]
Abstract : 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.
Document type :
Conference papers
Complete list of metadatas

Cited literature [53 references]  Display  Hide  Download

https://hal.laas.fr/hal-01856182
Contributor : Jean Bernard Lasserre <>
Submitted on : Thursday, August 9, 2018 - 10:58:39 PM
Last modification on : Friday, June 14, 2019 - 6:31:19 PM
Long-term archiving on : Saturday, November 10, 2018 - 1:29:14 PM

Files

icm-18.pdf
Files produced by the author(s)

Identifiers

  • HAL Id : hal-01856182, version 1
  • ARXIV : 1808.03446

Citation

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

Share

Metrics

Record views

150

Files downloads

104