Optimal data fitting: a moment approach
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Publication:4555461
DOI10.1137/18M1170108zbMATH Open1408.90228arXiv1802.03259OpenAlexW2963661857WikidataQ128989130 ScholiaQ128989130MaRDI QIDQ4555461FDOQ4555461
Authors: Victor Magron, Jean B. Lasserre 
Publication date: 20 November 2018
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Abstract: We propose a moment relaxation for two problems, the separation and covering problem with semi-algebraic sets generated by a polynomial of degree d. We show that (a) the optimal value of the relaxation finitely converges to the optimal value of the original problem, when the moment order r increases and (b) after performing some small perturbation of the original problem, convergence can be achieved with r=d. We further provide a practical iterative algorithm that is computationally tractable for large datasets and present encouraging computational results.
Full work available at URL: https://arxiv.org/abs/1802.03259
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