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We provide a systematic deterministic numerical scheme to approximate the volume (i.e. the Lebesgue measure) of a basic semi-algebraic set whose description follows a sparsity pattern. As in previous works (without sparsity), the underlying…

最优化与控制 · 数学 2020-07-28 Matteo Tacchi , Tillmann Weisser , Jean-Bernard Lasserre , Didier Henrion

We consider the problem of approximating the reachable set of a discrete-time polynomial system from a semialgebraic set of initial conditions under general semialgebraic set constraints. Assuming inclusion in a given simple set like a box…

最优化与控制 · 数学 2019-06-06 Victor Magron , Pierre-Loic Garoche , Didier Henrion , Xavier Thirioux

Given a basic compact semi-algebraic set $\K\subset\R^n$, we introduce a methodology that generates a sequence converging to the volume of $\K$. This sequence is obtained from optimal values of a hierarchy of either semidefinite or linear…

最优化与控制 · 数学 2015-05-13 Didier Henrion , Jean Bernard Lasserre , Carlo Savorgnan

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…

最优化与控制 · 数学 2024-05-21 Jiawang Nie , Linghao Zhang

Lasserre's moment-SOS hierarchy consists of approximating instances of the generalized moment problem (GMP) with moment relaxations and sums-of-squares (SOS) strenghtenings that boil down to convex semidefinite programming (SDP) problems.…

最优化与控制 · 数学 2022-08-05 Matteo Tacchi

The moment-sum-of-squares (moment-SOS) hierarchy is one of the most celebrated and widely applied methods for approximating the minimum of an n-variate polynomial over a feasible region defined by polynomial (in)equalities. A key feature of…

最优化与控制 · 数学 2023-05-25 Sander Gribling , Sven Polak , Lucas Slot

Let $S\subset R^n$ be a compact basic semi-algebraic set defined as the real solution set of multivariate polynomial inequalities with rational coefficients. We design an algorithm which takes as input a polynomial system defining $S$ and…

符号计算 · 计算机科学 2023-06-12 Pierre Lairez , Marc Mezzarobba , Mohab Safey El Din

Moment-sum-of-squares hierarchies of semidefinite programs can be used to approximate the volume of a given compact basic semialgebraic set K. The idea consists of approximating from above the indicator function of K with a sequence of…

最优化与控制 · 数学 2016-12-14 Milan Korda , Didier Henrion

This paper presents an algorithm to maximize the volume of an affine slice through a given semialgebraic set. This slice-volume task is formulated as an infinite-dimensional linear program in continuous functions, inspired by prior work in…

最优化与控制 · 数学 2024-03-08 Jared Miller , Chiara Meroni , Matteo Tacchi , Mauricio Velasco

Given a finite Borel measure $\mu$ on R n and basic semi-algebraic sets $\Omega$\_i $\subset$ R n , i = 1,. .. , p, we provide a systematic numerical scheme to approximate as closely as desired $\mu$(\cup\_i $\Omega$\_i), when all moments…

最优化与控制 · 数学 2017-06-27 Jean Lasserre , Youssouf Emin

It is well-known that any sum of squares (SOS) program can be cast as a semidefinite program (SDP) of a particular structure and that therein lies the computational bottleneck for SOS programs, as the SDPs generated by this procedure are…

最优化与控制 · 数学 2017-10-05 Amir Ali Ahmadi , Georgina Hall , Antonis Papachristodoulou , James Saunderson , Yang Zheng

We study a class of polynomial optimization problems with a robust polynomial matrix inequality (PMI) constraint where the uncertainty set itself is defined also by a PMI. These can be viewed as matrix generalizations of semi-infinite…

最优化与控制 · 数学 2024-10-10 Feng Guo , Jie Wang

We approximate the backward reachable set of discrete-time autonomous polynomial systems using the recently developed occupation measure approach. We formulate the problem as an infinite-dimensional linear programming (LP) problem on…

系统与控制 · 计算机科学 2018-07-27 Weiqiao Han , Russ Tedrake

This paper studies generalized semi-infinite programs (GSIPs) given by polynomials. We propose a hierarchy of polynomial optimization relaxations to solve them. They are based on Lagrange multiplier expressions and polynomial extensions.…

最优化与控制 · 数学 2025-04-15 Xiaomeng Hu , Jiawang Nie

Sum of squares (SOS) optimization is a powerful technique for solving problems where the positivity of a polynomials must be enforced. The common approach to solve an SOS problem is by relaxation to a Semidefinite Program (SDP). The main…

最优化与控制 · 数学 2024-10-29 Daniel Keren , Margarita Osadchy , Roi Poranne

We devise a scheme for solving an iterative sequence of linear programs (LPs) or second order cone programs (SOCPs) to approximate the optimal value of any semidefinite program (SDP) or sum of squares (SOS) program. The first LP and…

最优化与控制 · 数学 2016-02-01 Amir Ali Ahmadi , Georgina Hall

We consider the problem of approximating numerically the moments and the supports of measures which are invariant with respect to the dynamics of continuous- and discrete-time polynomial systems, under semialgebraic set constraints. First,…

动力系统 · 数学 2018-07-03 Victor Magron , Marcelo Forets , Didier Henrion

This paper deals with a method for the approximation of a spectral density function among the solutions of a generalized moment problem a` la Byrnes/Georgiou/Lindquist. The approximation is pursued with respect to the Kullback-Leibler…

最优化与控制 · 数学 2009-11-04 Augusto Ferrante , Federico Ramponi , Francesco Ticozzi

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…

最优化与控制 · 数学 2025-01-13 Jean B Lasserre

In this paper, we introduce a new class of nonsmooth convex functions called SOS-convex semialgebraic functions extending the recently proposed notion of SOS-convex polynomials. This class of nonsmooth convex functions covers many common…

最优化与控制 · 数学 2017-02-09 N. H. Chieu , J. W. Feng , W. Gao , G. Li , D. Wu
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