Robust global optimization with polynomials

DOI10.1007/S10107-005-0687-ZzbMath1134.90031DBLPjournals/mp/Lasserre06OpenAlexW2049237806WikidataQ92962496 ScholiaQ92962496MaRDI QIDQ2492692

Jean-Bernard Lasserre

Publication date: 14 June 2006

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

Full work available at URL: https://doi.org/10.1007/s10107-005-0687-z

zbMATH Keywords

semidefinite programmingrobust optimizationsemidefinite relaxations

Mathematics Subject Classification ID

Semidefinite programming (90C22) Minimax problems in mathematical programming (90C47) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)

Related Items (13)

Robust feasibility of systems of quadratic equations using topological degree theory ⋮ Pareto robust optimization on Euclidean vector spaces ⋮ Robust control of uncertain systems: classical results and recent developments ⋮ Min-max and robust polynomial optimization ⋮ A convergent hierarchy of SDP relaxations for a class of hard robust global polynomial optimization problems ⋮ Semidefinite Optimization Estimating Bounds on Linear Functionals Defined on Solutions of Linear ODEs ⋮ On the estimation of the equilibrium points of uncertain nonlinear systems ⋮ Robust SOS-convex polynomial optimization problems: exact SDP relaxations ⋮ Robust optimization with simulated annealing ⋮ Selected topics in robust convex optimization ⋮ A “Joint+Marginal” Approach in Optimization ⋮ An interval branch and bound method for global robust optimization ⋮ Outer approximation for mixed-integer nonlinear robust optimization

Uses Software

• SeDuMi
• GloptiPoly

Cites Work

• Unnamed Item
• Semidefinite programming relaxations for semialgebraic problems
• Robust discrete optimization and network flows
• Global Optimization with Polynomials and the Problem of Moments
• An Explicit Equivalent Positive Semidefinite Program for Nonlinear 0-1 Programs
• The Price of Robustness
• Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming
• Semidefinite Programming
• GloptiPoly
• Handbook of semidefinite programming. Theory, algorithms, and applications
• Algorithms in real algebraic geometry

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