A semidefinite programming approach to the generalized problem of moments

DOI10.1007/S10107-006-0085-1zbMath1145.90049OpenAlexW2016403269MaRDI QIDQ995783

Jean-Bernard Lasserre

Publication date: 10 September 2007

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-006-0085-1

zbMATH Keywords

semidefinite programmingapproximation schemesemi-algebraic setsGeneralized problem of momentssums of squares of polynomials

Mathematics Subject Classification ID

Semidefinite programming (90C22) Convex programming (90C25) Nonconvex programming, global optimization (90C26) Moment problems (44A60) Method of moments applied to problems in optics and electromagnetic theory (78M05)

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Uses Software

• SeDuMi
• GloptiPoly

Cites Work

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• GloptiPoly
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• Sums of Squares and Semidefinite Program Relaxations for Polynomial Optimization Problems with Structured Sparsity
• Convergent SDP‐Relaxations in Polynomial Optimization with Sparsity

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