A semidefinite programming approach to the generalized problem of moments
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Publication:995783
DOI10.1007/S10107-006-0085-1zbMATH Open1145.90049OpenAlexW2016403269MaRDI QIDQ995783FDOQ995783
Authors: Jean B. 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
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semidefinite programmingapproximation schemesemi-algebraic setsGeneralized problem of momentssums of squares of polynomials
Convex programming (90C25) Nonconvex programming, global optimization (90C26) Semidefinite programming (90C22) Moment problems (44A60) Method of moments applied to problems in optics and electromagnetic theory (78M05)
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Cited In (45)
- A convex optimization model for finding non-negative polynomials
- A polynomial approach for optimal control of switched nonlinear systems
- Probability estimation via policy restrictions, convexification, and approximate sampling
- Exact relaxations of non-convex variational problems
- Minimizing the sum of many rational functions
- Multivariate truncated moments problems and maximum entropy
- The \(K\)-moment problem with densities
- On the relationship between the discrete and continuous bounding moment problems and their numerical solutions
- Tight bounds for a class of data-driven distributionally robust risk measures
- On semi-infinite systems of convex polynomial inequalities and polynomial optimization problems
- Generalized truncated moment problems with unbounded sets
- Moment-SoS methods for optimal transport problems
- On the uniqueness of solutions for the basis pursuit in the continuum
- Semidefinite programming for chance constrained optimization over semialgebraic sets
- Distributionally robust optimization with polynomial densities: theory, models and algorithms
- On distributional robust probability functions and their computations
- Moments, positive polynomials and their applications
- Completely positive tensor recovery with minimal nuclear value
- Semidefinite relaxations of dynamical programs under discrete constraints
- Lower bounds for cubic optimization over the sphere
- The \(\mathcal A\)-truncated \(K\)-moment problem
- Coarse-convex-compactification approach to numerical solution of nonconvex variational problems
- Linear optimization with cones of moments and nonnegative polynomials
- Reconstruction of conditional expectations from product moments with applications
- A survey of semidefinite programming approaches to the generalized problem of moments and their error analysis
- Real algebraic geometry with a view toward Koopman operator methods. Abstracts from the workshop held March 12--17, 2023
- Finite convergence of moment-SOS relaxations with nonreal radical ideals
- Moment-recovered approximations of multivariate distributions: the Laplace transform inver\-sion
- On Optimal Cell Average Decomposition for High-Order Bound-Preserving Schemes of Hyperbolic Conservation Laws
- Some algebraic methods for solving multiobjective polynomial integer programs
- Moments and sums of squares for polynomial optimization and related problems
- A semidefinite approach for truncated \(K\)-moment problems
- Symmetric tensor nuclear norms
- Quadratic tensor eigenvalue complementarity problems
- Convergence rates of RLT and Lasserre-type hierarchies for the generalized moment problem over the simplex and the sphere
- Semidefinite programming for min-max problems and games
- Constrained overdamped Langevin dynamics for symmetric multimarginal optimal transportation
- A semidefinite algorithm for completely positive tensor decomposition
- On difference-of-SOS and difference-of-convex-SOS decompositions for polynomials
- SDP vs. LP Relaxations for the Moment Approach in Some Performance Evaluation Problems
- On Multivariate Discrete Moment Problems: Generalization of the Bivariate Min Algorithm for Higher Dimensions
- Title not available (Why is that?)
- Optimal control of switching topology networks
- Nonstationary LPV control for trajectory tracking: a double pendulum example
- Exploiting ideal-sparsity in the generalized moment problem with application to matrix factorization ranks
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