Tractable approximations of sets defined with quantifiers
Abstract
Given a compact basic semi-algebraic set , a simple set (box or ellipsoid), and some semi-algebraic function , we consider sets defined with quantifiers, of the form R_f:=\{x\in B: \mbox{f(x,y)\leq 0y(x,y)\in K}\} and D_f:=\{x\in B: \mbox{f(x,y)\geq 0y(x,y)\in K}\}. The former set is particularly useful to qualify "robust" decisions versus noise parameter (e.g. in robust optimization on some set ) whereas the latter set is useful (e.g. in optimization) when one does not want to work with its lifted representation . Assuming that for every , we provide a systematic procedure to obtain a sequence of explicit inner (resp. outer) approximations that converge to (resp. ) in a strong sense. Another (and remarkable) feature is that each approximation is the sublevel set of a single polynomial whose vector of coefficients is an optimal solution of a semidefinite program. Several extensions are also proposed, and in particular, approximations for sets of the form R_F:=\{x\in B:\mbox{(x,y)\in Fy(x,y)\in K}\}, where is some other basic-semi algebraic set, and also sets defined with two quantifiers.
Cite
@article{arxiv.1410.7187,
title = {Tractable approximations of sets defined with quantifiers},
author = {Jean B. Lasserre},
journal= {arXiv preprint arXiv:1410.7187},
year = {2014}
}