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Given a compact parameter set $Y\subset R^p$, we consider polynomial optimization problems $(P_y$) on $R^n$ whose description depends on the parameter $y\inY$. We assume that one can compute all moments of some probability measure $\phi$ on…

Optimization and Control · Mathematics 2009-05-18 Jean B. Lasserre

We first show that a continuous function f is nonnegative on a closed set $K\subseteq R^n$ if and only if (countably many) moment matrices of some signed measure $d\nu =fd\mu$ with support equal to K, are all positive semidefinite (if $K$…

Optimization and Control · Mathematics 2011-05-13 Jean B. Lasserre

Conic optimization has recently emerged as a powerful tool for designing tractable and guaranteed algorithms for non-convex polynomial optimization problems. On the one hand, tractability is crucial for efficiently solving large-scale…

We consider the linear conic optimization problem with the cone of nonnegative polynomials. Its dual optimization problem is the generalized moment problem. Moment-SOS relaxations are powerful for solving them. This paper studies finite…

Optimization and Control · Mathematics 2024-07-08 Lei Huang , Jiawang Nie , Ya-Xiang Yuan

We review several (and provide new) results on the theory of moments, sums of squares and basic semi-algebraic sets when convexity is present. In particular, we show that under convexity, the hierarchy of semidefinite relaxations for…

Optimization and Control · Mathematics 2008-12-04 Jean B. Lasserre

For a non-empty, finite subset $\mathcal{A} \subseteq \mathbb{N}_0^n$, denote by $C_{\text{sonc}}(\mathcal{A}) \in \mathbb{R}[x_1, \ldots, x_n]$ the cone of sums of non-negative circuit polynomials with support $\mathcal{A}$. We derive a…

Optimization and Control · Mathematics 2019-09-25 Mareike Dressler , Helen Naumann , Thorsten Theobald

We show that the closed convex hull of any one-dimensional semi-algebraic subset of R^n has a semidefinite representation, meaning that it can be written as a linear projection of the solution set of some linear matrix inequality. This is…

Algebraic Geometry · Mathematics 2017-09-19 Claus Scheiderer

We present a solution to the real multidimensional rational K-moment problem, where K is defined by finitely many polynomial inequalities. More precisely, let S be a finite set of real polynomials in X=(X_1,...,X_n) such that the…

Algebraic Geometry · Mathematics 2009-10-19 Jaka Cimpric , Murray Marshall , Tim Netzer

We consider the class of polynomial optimization problems $\inf \{f(x):x\in K\}$ for which the quadratic module generated by the polynomials that define $K$ and the polynomial $c-f$ (for some scalar $c$) is Archimedean. For such problems,…

Optimization and Control · Mathematics 2013-07-05 Vaithilingam Jeyakumar , Jean-Bernard Lasserre , G. Li

Let $\tau$ be a locally convex topology on the countable dimensional polynomial $\reals$-algebra $\rx:=\reals[X_1,...,X_n]$. Let $K$ be a closed subset of $\reals^n$, and let $M:=M_{\{g_1, ... g_s\}}$ be a finitely generated quadratic…

Algebraic Geometry · Mathematics 2013-01-28 Mehdi Ghasemi , Salma Kuhlmann , Ebrahim Samei

Using standard tools of harmonic analysis, we state and solve the problem of moments for non-negative measures supported on the unit ball of a Sobolev space of multivariate periodic trigonometric functions. We describe outer and inner…

Optimization and Control · Mathematics 2025-07-08 Didier Henrion , Alessandro Rudi

Using the dual cone of sums of nonnegative circuits (SONC), we provide a relaxation of the global optimization problem to minimize an exponential sum and, as a special case, a multivariate real polynomial. Our approach builds on two key…

Optimization and Control · Mathematics 2020-10-23 Mareike Dressler , Janin Heuer , Helen Naumann , Timo de Wolff

We consider the Moment-SOS hierarchy in polynomial optimization. We first provide a sufficient condition to solve the truncated K-moment problem associated with a given degree-$2n$ pseudo-moment sequence $\phi$ n and a semi-algebraic set $K…

Optimization and Control · Mathematics 2025-01-13 Jean B Lasserre

Let $A$ be an $m \times n$ matrix with real entries. Given two proper cones $K_1$ and $K_2$ in $\mathbb{R}^n$ and $\mathbb{R}^m$, respectively, we say that $A$ is nonnegative if $A(K_1) \subseteq K_2$. $A$ is said to be semipositive if…

Functional Analysis · Mathematics 2019-05-22 Chandrashekaran Arumugasamy , Sachindranath Jayaraman , Vatsalkumar N. Mer

The truncated moment problem consists of determining whether a given finitedimensional vector of real numbers y is obtained by integrating a basis of the vector space of polynomials of bounded degree with respect to a non-negative measure…

Algebraic Geometry · Mathematics 2023-02-15 Didier Henrion , Simone Naldi , Mohab Safey El Din

The first part of this paper is devoted to an analysis of moment problems in R^n with supports contained in a closed set defined by finitely many polynomial inequalities. The second part of the paper uses the representation results of…

Classical Analysis and ODEs · Mathematics 2016-09-07 Mihai Putinar , Florian-Horia Vasilescu

This paper studies the polynomial optimization problem whose feasible set is a union of several basic closed semialgebraic sets. We propose a unified hierarchy of Moment-SOS relaxations to solve it globally. Under some assumptions, we prove…

Optimization and Control · Mathematics 2024-05-21 Jiawang Nie , Linghao Zhang

We consider T-optimal experiment design problems for discriminating multi-factor polynomial regression models where the design space is defined by polynomial inequalities and the regression parameters are constrained to given convex sets.…

Computation · Statistics 2020-02-04 Yuguang Yue , Lieven Vandenberghe , Weng Kee Wong

For a semialgebraic set K in R^n, let P_d(K) be the cone of polynomials in R^n of degrees at most d that are nonnegative on K. This paper studies the geometry of its boundary. When K=R^n and d is even, we show that its boundary lies on the…

Optimization and Control · Mathematics 2010-04-26 Jiawang Nie

In this article we provide an experimental algorithm that in many cases gives us an upper bound of the global infimum of a real polynomial on $\R^{n}$. It is very well known that to find the global infimum of a real polynomial on $\R^{n}$,…

Optimization and Control · Mathematics 2018-09-25 María López Quijorna
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